+32.3%
CCEP vs MULL
+251.4%
-219.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | +5.4% | -32.2% | +37.6% | +4.5% |
| 30D | +12.8% | -55.4% | +68.1% | +10.9% |
| 3M | +10.9% | -41.3% | +52.1% | +9.8% |
| 6M | +25.6% | -44.9% | +70.5% | +23.9% |
| YTD | +31.0% | +192.4% | -161.4% | +32.1% |
| 1Y | +32.3% | +239.4% | -207.2% | +33.9% |
| All | +32.3% | +251.4% | -219.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling