+7,433.0%
FIX vs CCEP
+1,663.2%
+5,769.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.3% | -12.8% | -12.0% |
| 7D | -27.2% | +5.7% | -33.0% | -28.8% |
| 30D | -46.9% | +15.3% | -62.2% | -49.6% |
| 3M | -44.4% | +8.0% | -52.4% | -46.3% |
| 6M | -50.9% | +26.7% | -77.6% | -55.2% |
| YTD | +3.5% | +30.7% | -27.2% | -6.7% |
| 1Y | -2.1% | +36.5% | -38.7% | -13.1% |
| 3Y | +418.7% | +111.1% | +307.6% | +292.5% |
| 5Y | +894.6% | +149.7% | +744.8% | +605.8% |
| 10Y | +3,465.5% | +305.3% | +3,160.2% | +2,035.2% |
| All | +7,433.0% | +1,663.2% | +5,769.9% | +2,765.2% |
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