+1,727.1%
FTI vs CCEP
+2,327.8%
-600.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.3% | +5.4% | -8.7% | -5.7% |
| 30D | -7.2% | +12.8% | -20.0% | -12.7% |
| 3M | -12.9% | +10.9% | -23.7% | -17.7% |
| 6M | -7.9% | +25.6% | -33.5% | -18.6% |
| YTD | +45.2% | +31.0% | +14.2% | +24.7% |
| 1Y | +48.1% | +32.3% | +15.8% | +26.5% |
| 3Y | +205.0% | +110.5% | +94.5% | +104.7% |
| 5Y | +838.8% | +141.8% | +697.0% | +475.8% |
| 10Y | +174.8% | +341.1% | -166.3% | +29.0% |
| All | +1,727.1% | +2,327.8% | -600.6% | +292.8% |
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