+894.6%
FIX vs CCEP
+157.0%
+737.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.3% | -12.8% | -11.8% |
| 7D | -27.2% | +5.7% | -33.0% | -28.2% |
| 30D | -46.9% | +15.3% | -62.2% | -48.7% |
| 3M | -44.4% | +8.0% | -52.4% | -45.5% |
| 6M | -50.9% | +26.7% | -77.6% | -54.4% |
| YTD | +3.5% | +30.7% | -27.2% | -4.8% |
| 1Y | -2.1% | +36.5% | -38.7% | -11.4% |
| 3Y | +418.7% | +111.1% | +307.6% | +274.8% |
| 5Y | +894.6% | +149.7% | +744.8% | +547.5% |
| All | +894.6% | +157.0% | +737.5% | +547.5% |
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 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