-52.0%
FLUT vs CCEP
+109.7%
-161.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -1.1% | +2.6% | -3.6% | -1.9% |
| 30D | +7.7% | +15.1% | -7.4% | +3.2% |
| 3M | -12.2% | +7.3% | -19.4% | -14.1% |
| 6M | -17.6% | +23.4% | -41.0% | -22.4% |
| YTD | -62.0% | +29.4% | -91.4% | -65.3% |
| 1Y | -62.3% | +34.2% | -96.5% | -65.8% |
| 3Y | -52.0% | +108.4% | -160.3% | -64.1% |
| All | -52.0% | +109.7% | -161.7% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling