+441.9%
MAR vs CCEP
+237.8%
+204.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.2% |
| 7D | -0.5% | -3.7% | +3.2% | +1.4% |
| 30D | -4.7% | -2.1% | -2.6% | -3.7% |
| 3M | -15.6% | +7.2% | -22.8% | -18.9% |
| 6M | +1.2% | +3.3% | -2.1% | -1.0% |
| YTD | +7.5% | +15.7% | -8.2% | -1.3% |
| 1Y | +26.6% | +16.6% | +10.1% | +15.6% |
| 3Y | +66.0% | +84.3% | -18.3% | +14.2% |
| 5Y | +154.1% | +109.0% | +45.1% | +59.3% |
| 10Y | +441.9% | +238.1% | +203.7% | +173.0% |
| All | +441.9% | +237.8% | +204.0% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling