-9.2%
FLUT vs CCEP
+244.1%
-253.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | +6.3% | -1.6% | +7.9% | +6.6% |
| 3M | -4.0% | +11.9% | -15.9% | -5.6% |
| 6M | -10.3% | +7.5% | -17.7% | -11.3% |
| YTD | -53.2% | +18.7% | -71.9% | -54.5% |
| 1Y | -65.0% | +21.4% | -86.4% | -66.2% |
| 3Y | -43.9% | +89.1% | -133.0% | -49.1% |
| 5Y | -49.2% | +108.7% | -158.0% | -55.5% |
| 10Y | -9.2% | +241.0% | -250.1% | -19.2% |
| All | -9.2% | +244.1% | -253.2% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling