+81.3%
FN vs CCEP
+111.8%
-30.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.3% | -15.5% | -14.0% |
| 7D | -16.0% | +5.7% | -21.7% | -15.0% |
| 30D | -40.1% | +15.3% | -55.4% | -38.9% |
| 3M | -43.9% | +8.0% | -51.9% | -42.9% |
| 6M | -55.6% | +26.7% | -82.4% | -55.3% |
| YTD | -35.7% | +30.7% | -66.3% | -34.7% |
| 1Y | -39.8% | +36.5% | -76.4% | -39.1% |
| All | +81.3% | +111.8% | -30.5% | +46.8% |
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 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