-23.6%
FPS vs CCEP
+23.4%
-47.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.8% | -9.1% | -10.5% |
| 7D | +21.6% | -0.3% | +21.9% | +21.1% |
| 30D | -38.8% | +11.0% | -49.7% | -33.0% |
| 3M | -42.1% | +9.2% | -51.3% | -36.4% |
| 6M | -48.5% | +27.2% | -75.7% | -44.5% |
| All | -23.6% | +23.4% | -47.0% | -14.9% |
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