+1,046.7%
FIX vs CCEP
+149.0%
+897.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.2% | +9.2% |
| 7D | -7.2% | +1.7% | -8.9% | -7.6% |
| 30D | -35.1% | +12.7% | -47.8% | -37.0% |
| 3M | -34.3% | +8.5% | -42.8% | -35.7% |
| 6M | -42.9% | +25.6% | -68.5% | -46.8% |
| YTD | +19.5% | +30.9% | -11.5% | +9.7% |
| 1Y | +16.8% | +32.0% | -15.2% | +6.9% |
| 3Y | +506.7% | +110.9% | +395.8% | +336.3% |
| 5Y | +1,046.7% | +138.5% | +908.2% | +655.2% |
| All | +1,046.7% | +149.0% | +897.7% | +655.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling