+3,689.8%
FN vs CCEP
+1,117.6%
+2,572.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | -22.0% | -2.6% | -19.4% | -21.4% |
| 3M | -43.0% | +14.9% | -57.9% | -47.1% |
| 6M | -27.7% | +2.3% | -30.0% | -29.4% |
| YTD | -10.5% | +17.8% | -28.4% | -17.9% |
| 1Y | +12.5% | +24.2% | -11.7% | +0.1% |
| 3Y | +153.8% | +84.7% | +69.1% | +83.6% |
| 5Y | +288.0% | +103.2% | +184.8% | +164.1% |
| 10Y | +906.4% | +257.4% | +649.1% | +375.8% |
| All | +3,689.8% | +1,117.6% | +2,572.2% | +666.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling