+19.2%
FXI vs CCEP
+342.6%
-323.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -4.2% | +2.1% | -6.3% | -4.8% |
| 30D | -1.1% | +10.6% | -11.7% | -3.9% |
| 3M | -4.0% | +10.3% | -14.3% | -6.7% |
| 6M | -11.8% | +31.1% | -42.9% | -18.6% |
| YTD | -11.9% | +32.1% | -44.0% | -19.1% |
| 1Y | -16.1% | +32.8% | -48.9% | -23.1% |
| 3Y | +38.8% | +111.3% | -72.5% | +10.3% |
| 5Y | -9.1% | +147.5% | -156.6% | -31.8% |
| All | +19.2% | +342.6% | -323.4% | -21.3% |
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