+191.5%
MAGS vs CCEP
+98.3%
+93.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | +0.5% | -3.1% | +3.6% | +0.9% |
| 30D | +1.5% | -2.6% | +4.1% | +1.8% |
| 3M | +0.5% | +14.9% | -14.5% | -1.1% |
| 6M | +11.6% | +2.3% | +9.3% | +11.1% |
| YTD | +5.3% | +17.8% | -12.6% | +3.2% |
| 1Y | +14.9% | +24.2% | -9.3% | +11.8% |
| 3Y | +128.9% | +84.7% | +44.2% | +98.4% |
| All | +191.5% | +98.3% | +93.2% | +161.9% |
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