+2,105.4%
FIX vs CCEP
+105.1%
+2,000.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.7% |
| 7D | +6.0% | -3.1% | +9.1% | +6.8% |
| 30D | -7.2% | -2.6% | -4.6% | -6.8% |
| 3M | -15.9% | +14.9% | -30.8% | -19.9% |
| 6M | +12.7% | +2.3% | +10.5% | +11.2% |
| YTD | +72.8% | +17.8% | +54.9% | +62.7% |
| 1Y | +122.9% | +24.2% | +98.7% | +104.7% |
| 3Y | +774.3% | +84.7% | +689.6% | +554.9% |
| All | +2,105.4% | +105.1% | +2,000.3% | +1,434.2% |
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