-29.1%
FN vs CCEP
+36.6%
-65.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.6% | +11.1% |
| 7D | 0.0% | +2.6% | -2.6% | +1.8% |
| 30D | -34.3% | +15.1% | -49.4% | -30.3% |
| 3M | -39.9% | +7.3% | -47.1% | -37.1% |
| 6M | -51.8% | +23.4% | -75.2% | -50.0% |
| YTD | -28.1% | +29.4% | -57.6% | -18.7% |
| 1Y | -29.1% | +34.2% | -63.3% | -17.8% |
| All | -29.1% | +36.6% | -65.7% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling