+2,054.3%
FLUT vs CCEP
+1,452.9%
+601.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -1.6% | -3.1% | +1.4% | -1.4% |
| 30D | +7.7% | -2.6% | +10.3% | +8.0% |
| 3M | -0.7% | +14.9% | -15.6% | -1.7% |
| 6M | -11.2% | +2.3% | -13.4% | -11.4% |
| YTD | -53.4% | +17.8% | -71.3% | -54.1% |
| 1Y | -65.8% | +24.2% | -90.0% | -66.4% |
| 3Y | -44.9% | +84.7% | -129.7% | -47.4% |
| 5Y | -49.7% | +103.2% | -152.9% | -52.6% |
| 10Y | -9.7% | +257.4% | -267.1% | -15.9% |
| All | +2,054.3% | +1,452.9% | +601.3% | +1,769.4% |
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