+743.6%
FN vs CCEP
+301.0%
+442.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.6% | +11.9% |
| 7D | 0.0% | +2.6% | -2.6% | -1.2% |
| 30D | -34.3% | +15.1% | -49.4% | -37.7% |
| 3M | -39.9% | +7.3% | -47.1% | -41.8% |
| 6M | -51.8% | +23.4% | -75.2% | -56.0% |
| YTD | -28.1% | +29.4% | -57.6% | -35.5% |
| 1Y | -29.1% | +34.2% | -63.3% | -37.3% |
| 3Y | +102.4% | +108.4% | -5.9% | +47.1% |
| 5Y | +171.7% | +147.3% | +24.4% | +82.3% |
| All | +743.6% | +301.0% | +442.5% | +406.9% |
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