-2.2%
MA vs CCEP
+24.3%
-26.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | -2.7% | -3.1% | +0.4% | -2.2% |
| 30D | +1.5% | -2.6% | +4.1% | +2.0% |
| 3M | +20.4% | +14.9% | +5.5% | +19.2% |
| 6M | +11.1% | +2.3% | +8.9% | +11.1% |
| YTD | +2.0% | +17.8% | -15.9% | -0.1% |
| 1Y | -2.2% | +24.2% | -26.4% | -5.4% |
| All | -2.2% | +24.3% | -26.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling