-27.7%
FN vs CCEP
+1.4%
-29.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +2.3% |
| 7D | -1.7% | -3.1% | +1.4% | -2.5% |
| 30D | -22.0% | -2.6% | -19.4% | -22.1% |
| 3M | -43.0% | +14.9% | -57.9% | -46.4% |
| 6M | -27.7% | +2.3% | -30.0% | -21.4% |
| All | -27.7% | +1.4% | -29.1% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling