+13,824.2%
MA vs CCEP
+1,646.5%
+12,177.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.3% |
| 30D | +1.5% | -2.6% | +4.1% | +2.7% |
| 3M | +20.4% | +14.9% | +5.5% | +13.0% |
| 6M | +11.1% | +2.3% | +8.9% | +9.4% |
| YTD | +2.0% | +17.8% | -15.9% | -6.4% |
| 1Y | -2.2% | +24.2% | -26.4% | -12.5% |
| 3Y | +41.9% | +84.7% | -42.8% | +4.1% |
| 5Y | +75.4% | +103.2% | -27.8% | +21.2% |
| 10Y | +527.5% | +257.4% | +270.2% | +222.3% |
| All | +13,824.2% | +1,646.5% | +12,177.7% | +2,832.4% |
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 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