+224.4%
FITB vs CCEP
+315.0%
-90.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.5% | +5.4% | -4.9% | -2.6% |
| 30D | +7.0% | +12.8% | -5.7% | -0.6% |
| 3M | -4.4% | +10.9% | -15.2% | -10.5% |
| 6M | +11.6% | +25.6% | -14.1% | -3.6% |
| YTD | +18.6% | +31.0% | -12.4% | -1.1% |
| 1Y | +29.8% | +32.3% | -2.4% | +7.5% |
| 3Y | +140.7% | +110.5% | +30.2% | +42.8% |
| 5Y | +48.6% | +141.8% | -93.2% | -21.8% |
| 10Y | +224.4% | +341.1% | -116.7% | +46.5% |
| All | +224.4% | +315.0% | -90.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling