+15.0%
FXI vs CCEP
+237.8%
-222.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -5.3% | -2.1% | -3.2% | -4.9% |
| 3M | +0.3% | +7.2% | -6.8% | -1.8% |
| 6M | -4.6% | +3.3% | -7.9% | -5.8% |
| YTD | -9.1% | +15.7% | -24.8% | -13.3% |
| 1Y | -12.0% | +16.6% | -28.5% | -16.3% |
| 3Y | +38.6% | +84.3% | -45.6% | +14.5% |
| 5Y | -6.6% | +109.0% | -115.6% | -26.6% |
| 10Y | +15.0% | +238.1% | -223.1% | -19.1% |
| All | +15.0% | +237.8% | -222.8% | -19.1% |
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