+1,392.2%
MAS vs CCEP
+6,869.6%
-5,477.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.8% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -5.6% | -2.6% | -3.0% | -4.8% |
| 3M | +4.4% | +14.9% | -10.5% | -0.2% |
| 6M | +7.2% | +2.3% | +4.9% | +6.3% |
| YTD | +16.1% | +17.8% | -1.7% | +10.0% |
| 1Y | +0.1% | +24.2% | -24.1% | -6.8% |
| 3Y | +28.3% | +84.7% | -56.4% | +4.2% |
| 5Y | +30.5% | +103.2% | -72.7% | +2.1% |
| 10Y | +139.1% | +257.4% | -118.2% | +50.3% |
| All | +1,392.2% | +6,869.6% | -5,477.4% | +338.1% |
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