-5.3%
FSLY vs CCEP
+127.7%
-133.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.2% | +6.6% |
| 7D | +11.2% | -3.7% | +14.8% | +12.7% |
| 30D | -18.2% | -2.1% | -16.1% | -17.7% |
| 3M | +21.9% | +7.2% | +14.7% | +17.9% |
| 6M | +4.0% | +3.3% | +0.8% | +1.8% |
| YTD | +123.1% | +15.7% | +107.4% | +108.2% |
| 1Y | +196.9% | +16.6% | +180.3% | +175.5% |
| 3Y | -1.3% | +84.3% | -85.5% | -25.8% |
| 5Y | -50.2% | +109.0% | -159.2% | -64.8% |
| All | -5.3% | +127.7% | -133.1% | -21.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling