-32.3%
FSLY vs CCEP
+157.9%
-190.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -22.9% | +5.4% | -28.3% | -24.4% |
| 30D | -44.6% | +12.8% | -57.3% | -47.4% |
| 3M | -41.5% | +10.9% | -52.3% | -44.3% |
| 6M | -20.8% | +25.6% | -46.4% | -28.8% |
| YTD | +59.5% | +31.0% | +28.5% | +40.8% |
| 1Y | +36.1% | +32.3% | +3.9% | +19.6% |
| 3Y | -1.0% | +110.5% | -111.5% | -30.1% |
| 5Y | -66.9% | +141.8% | -208.8% | -78.0% |
| All | -32.3% | +157.9% | -190.2% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling