+12.7%
FIX vs CCEP
+1.4%
+11.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.2% |
| 7D | +6.0% | -3.1% | +9.1% | +5.3% |
| 30D | -7.2% | -2.6% | -4.6% | -7.5% |
| 3M | -15.9% | +14.9% | -30.8% | -19.4% |
| 6M | +12.7% | +2.3% | +10.5% | +24.1% |
| All | +12.7% | +1.4% | +11.4% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling