+24.2%
FIX vs CCEP
+30.9%
-6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.7% |
| 7D | +9.4% | +2.1% | +7.3% | +10.5% |
| 30D | -27.8% | +10.6% | -38.4% | -24.1% |
| 3M | -35.6% | +10.3% | -45.9% | -32.1% |
| 6M | -45.2% | +31.1% | -76.3% | -42.1% |
| YTD | +19.5% | +32.1% | -12.6% | +41.1% |
| 1Y | +24.2% | +32.8% | -8.6% | +48.0% |
| All | +24.2% | +30.9% | -6.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling