+160.3%
FN vs CCEP
+85.5%
+74.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.8% |
| 30D | -22.0% | -2.6% | -19.4% | -22.0% |
| 3M | -43.0% | +14.9% | -57.9% | -43.9% |
| 6M | -27.7% | +2.3% | -30.0% | -28.2% |
| YTD | -10.5% | +17.8% | -28.4% | -11.3% |
| 1Y | +12.5% | +24.2% | -11.7% | +10.8% |
| All | +160.3% | +85.5% | +74.8% | +113.0% |
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