-35.7%
FN vs CCEP
+10.4%
-46.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -0.7% |
| 7D | -7.0% | +4.2% | -11.2% | -1.5% |
| 30D | -24.7% | +14.2% | -38.9% | -12.8% |
| 3M | -35.7% | +9.1% | -44.8% | -28.6% |
| All | -35.7% | +10.4% | -46.0% | -28.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling