+12,471.5%
FIX vs CCEP
+1,489.8%
+10,981.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.9% |
| 7D | +6.0% | -3.1% | +9.1% | +7.0% |
| 30D | -7.2% | -2.6% | -4.6% | -6.7% |
| 3M | -15.9% | +14.9% | -30.8% | -20.2% |
| 6M | +12.7% | +2.3% | +10.5% | +11.0% |
| YTD | +72.8% | +17.8% | +54.9% | +62.0% |
| 1Y | +122.9% | +24.2% | +98.7% | +104.5% |
| 3Y | +774.3% | +84.7% | +689.6% | +594.6% |
| 5Y | +2,049.5% | +103.2% | +1,946.3% | +1,540.1% |
| 10Y | +5,821.5% | +257.4% | +5,564.1% | +3,611.1% |
| All | +12,471.5% | +1,489.8% | +10,981.6% | +4,877.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling