+1,821.3%
CCEP vs MOH
+1,302.1%
+519.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.1% |
| 7D | -1.0% | -3.3% | +2.4% | -0.5% |
| 30D | -1.6% | -0.1% | -1.5% | -1.7% |
| 3M | +11.9% | -1.1% | +12.9% | +11.8% |
| 6M | +7.5% | +35.9% | -28.4% | +1.8% |
| YTD | +18.7% | +13.1% | +5.6% | +14.5% |
| 1Y | +21.4% | +11.8% | +9.6% | +16.5% |
| 3Y | +89.1% | -38.7% | +127.9% | +93.6% |
| 5Y | +108.7% | -25.1% | +133.8% | +104.8% |
| 10Y | +241.0% | +243.8% | -2.9% | +148.1% |
| All | +1,821.3% | +1,302.1% | +519.2% | +875.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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