+221.8%
FXI vs CCEP
+1,689.8%
-1,468.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.9% |
| 7D | +1.0% | -3.1% | +4.1% | +2.4% |
| 30D | -0.6% | -2.6% | +2.0% | +0.4% |
| 3M | +1.9% | +14.9% | -13.0% | -4.5% |
| 6M | -0.2% | +2.3% | -2.4% | -1.8% |
| YTD | -5.6% | +17.8% | -23.4% | -13.1% |
| 1Y | -4.7% | +24.2% | -28.9% | -14.5% |
| 3Y | +38.0% | +84.7% | -46.7% | +2.1% |
| 5Y | -2.7% | +103.2% | -105.9% | -32.5% |
| 10Y | +19.9% | +257.4% | -237.5% | -43.0% |
| All | +221.8% | +1,689.8% | -1,468.0% | -43.9% |
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