+2,895.1%
FITB vs CCEP
+7,667.7%
-4,772.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.6% | +1.8% | -2.3% | -1.3% |
| 30D | +7.0% | +12.2% | -5.1% | +2.1% |
| 3M | -4.8% | +10.7% | -15.4% | -8.8% |
| 6M | +13.5% | +27.5% | -13.9% | +2.6% |
| YTD | +19.1% | +31.3% | -12.3% | +5.8% |
| 1Y | +30.8% | +29.9% | +0.9% | +16.6% |
| 3Y | +141.6% | +111.1% | +30.5% | +74.9% |
| 5Y | +48.3% | +142.3% | -94.1% | +0.8% |
| 10Y | +215.9% | +335.5% | -119.5% | +73.0% |
| All | +2,895.1% | +7,667.7% | -4,772.6% | +631.7% |
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