+1,737.6%
FTI vs CCEP
+2,315.0%
-577.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -8.2% | +11.0% | -19.2% | -13.0% |
| 3M | -13.7% | +9.2% | -22.9% | -17.9% |
| 6M | -11.2% | +27.2% | -38.4% | -22.0% |
| YTD | +46.0% | +30.3% | +15.7% | +25.7% |
| 1Y | +51.8% | +28.7% | +23.1% | +31.4% |
| 3Y | +206.7% | +109.4% | +97.3% | +106.4% |
| 5Y | +862.0% | +144.1% | +717.9% | +487.2% |
| 10Y | +182.3% | +332.0% | -149.7% | +33.7% |
| All | +1,737.6% | +2,315.0% | -577.4% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling