+230.6%
FIS vs CCEP
+2,335.9%
-2,105.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.9% |
| 7D | -25.5% | +2.6% | -28.0% | -26.5% |
| 30D | -15.1% | +15.1% | -30.2% | -19.8% |
| 3M | -32.1% | +7.3% | -39.4% | -34.2% |
| 6M | -36.1% | +23.4% | -59.5% | -41.3% |
| YTD | -55.4% | +29.4% | -84.8% | -60.0% |
| 1Y | -53.9% | +34.2% | -88.1% | -59.3% |
| 3Y | -39.8% | +108.4% | -148.1% | -55.4% |
| 5Y | -71.1% | +147.3% | -218.3% | -80.2% |
| 10Y | -53.8% | +301.3% | -355.2% | -74.2% |
| All | +230.6% | +2,335.9% | -2,105.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling