+206.9%
FN vs CCEP
+149.0%
+57.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +11.6% |
| 7D | +16.3% | +1.7% | +14.6% | +15.7% |
| 30D | -24.7% | +12.7% | -37.4% | -27.2% |
| 3M | -34.9% | +8.5% | -43.4% | -36.6% |
| 6M | -41.1% | +25.6% | -66.7% | -45.8% |
| YTD | -19.6% | +30.9% | -50.5% | -27.1% |
| 1Y | -18.5% | +32.0% | -50.5% | -26.4% |
| 3Y | +119.1% | +110.9% | +8.2% | +50.5% |
| 5Y | +206.9% | +138.5% | +68.5% | +88.8% |
| All | +206.9% | +149.0% | +57.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling