+153.0%
FTNT vs CCEP
+105.2%
+47.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | +1.7% | -3.7% | +5.4% | +2.9% |
| 30D | -4.3% | -2.1% | -2.2% | -3.8% |
| 3M | +13.6% | +7.2% | +6.4% | +10.6% |
| 6M | +87.6% | +3.3% | +84.3% | +84.3% |
| YTD | +98.0% | +15.7% | +82.3% | +84.7% |
| 1Y | +96.9% | +16.6% | +80.4% | +82.7% |
| 3Y | +145.4% | +84.3% | +61.1% | +75.9% |
| 5Y | +153.0% | +109.0% | +44.0% | +64.0% |
| All | +153.0% | +105.2% | +47.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling