+15,614.6%
MA vs CCEP
+1,817.7%
+13,796.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | +14.7% | +15.1% | -0.5% | +7.5% |
| 3M | +13.5% | +7.3% | +6.2% | +9.7% |
| 6M | +33.1% | +23.4% | +9.7% | +20.5% |
| YTD | +15.1% | +29.4% | -14.3% | +1.1% |
| 1Y | +18.7% | +34.2% | -15.5% | +2.5% |
| 3Y | +72.1% | +108.4% | -36.3% | +19.4% |
| 5Y | +92.8% | +147.3% | -54.5% | +21.9% |
| 10Y | +571.6% | +301.3% | +270.3% | +227.1% |
| All | +15,614.6% | +1,817.7% | +13,796.9% | +3,065.8% |
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