+5,008.5%
FLEX vs CCEP
+6,471.2%
-1,462.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | -19.3% | +2.6% | -21.9% | -20.4% |
| 30D | -41.5% | +15.1% | -56.7% | -45.1% |
| 3M | -43.1% | +7.3% | -50.4% | -45.3% |
| 6M | -48.2% | +23.4% | -71.6% | -53.2% |
| YTD | +15.5% | +29.4% | -13.9% | +2.4% |
| 1Y | +10.2% | +34.2% | -24.0% | -3.7% |
| 3Y | +256.8% | +108.4% | +148.5% | +159.3% |
| 5Y | +408.2% | +147.3% | +260.9% | +243.9% |
| 10Y | +580.8% | +301.3% | +279.5% | +278.2% |
| All | +5,008.5% | +6,471.2% | -1,462.7% | +1,132.3% |
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