+210.8%
FXI vs CCEP
+1,888.3%
-1,677.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +4.4% | +1.7% | +2.7% | +3.6% |
| 30D | +1.2% | +12.7% | -11.5% | -4.1% |
| 3M | -4.2% | +8.5% | -12.7% | -7.9% |
| 6M | -6.2% | +25.6% | -31.8% | -15.8% |
| YTD | -8.8% | +30.9% | -39.7% | -20.0% |
| 1Y | -11.6% | +32.0% | -43.6% | -22.8% |
| 3Y | +45.1% | +110.9% | -65.8% | +1.2% |
| 5Y | -1.2% | +138.5% | -139.7% | -36.1% |
| 10Y | +20.1% | +302.3% | -282.3% | -46.0% |
| All | +210.8% | +1,888.3% | -1,677.5% | -48.3% |
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 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