+178.4%
FTI vs CCEP
+336.4%
-158.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | -8.2% | +11.0% | -19.2% | -13.8% |
| 3M | -13.7% | +9.2% | -22.9% | -18.6% |
| 6M | -11.2% | +27.2% | -38.4% | -24.0% |
| YTD | +46.0% | +30.3% | +15.7% | +21.7% |
| 1Y | +51.8% | +28.7% | +23.1% | +27.4% |
| 3Y | +206.7% | +109.4% | +97.3% | +85.0% |
| 5Y | +862.0% | +144.1% | +717.9% | +406.3% |
| All | +178.4% | +336.4% | -158.1% | +26.1% |
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