-10.4%
FSLY vs CCEP
+133.7%
-144.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +3.5% | -1.0% | +4.4% | +3.9% |
| 30D | -6.4% | -1.6% | -4.8% | -6.1% |
| 3M | +10.9% | +11.9% | -1.0% | +5.5% |
| 6M | +6.7% | +7.5% | -0.7% | +3.0% |
| YTD | +111.1% | +18.7% | +92.4% | +95.2% |
| 1Y | +185.8% | +21.4% | +164.4% | +161.2% |
| 3Y | -6.6% | +89.1% | -95.7% | -30.4% |
| 5Y | -52.4% | +108.7% | -161.1% | -66.5% |
| All | -10.4% | +133.7% | -144.2% | -26.4% |
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 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