+1,682.0%
MAS vs CCEP
+7,533.9%
-5,851.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.8% | +4.4% |
| 7D | +14.2% | +4.2% | +9.9% | +12.7% |
| 30D | +26.8% | +14.2% | +12.7% | +21.6% |
| 3M | +13.1% | +9.1% | +4.0% | +10.0% |
| 6M | +27.9% | +26.9% | +1.1% | +18.4% |
| YTD | +38.7% | +29.1% | +9.6% | +27.6% |
| 1Y | +40.4% | +36.8% | +3.6% | +26.8% |
| 3Y | +66.1% | +108.5% | -42.4% | +29.9% |
| 5Y | +47.4% | +155.8% | -108.4% | +7.5% |
| 10Y | +238.3% | +300.3% | -62.0% | +105.3% |
| All | +1,682.0% | +7,533.9% | -5,851.9% | +408.5% |
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 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