+120.3%
MAR vs CCEP
+106.4%
+14.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +4.3% | +2.6% | +1.7% | +3.5% |
| 30D | +16.8% | +15.1% | +1.7% | +12.3% |
| 3M | +16.0% | +7.3% | +8.7% | +13.6% |
| 6M | +16.5% | +23.4% | -7.0% | +9.9% |
| YTD | +35.0% | +29.4% | +5.6% | +26.1% |
| 1Y | +49.4% | +34.2% | +15.1% | +38.5% |
| All | +120.3% | +106.4% | +14.0% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling