+156.4%
MAR vs CCEP
+108.6%
+47.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -6.9% | -1.6% | -5.3% | -6.3% |
| 3M | -15.8% | +11.9% | -27.7% | -20.1% |
| 6M | +1.9% | +7.5% | -5.5% | -1.6% |
| YTD | +6.6% | +18.7% | -12.1% | -1.8% |
| 1Y | +23.7% | +21.4% | +2.3% | +12.6% |
| 3Y | +64.6% | +89.1% | -24.5% | +15.5% |
| 5Y | +156.4% | +108.7% | +47.6% | +61.8% |
| All | +156.4% | +108.6% | +47.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling