+153.3%
MO vs CCEP
+336.4%
-183.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +8.9% | +11.0% | -2.1% | +5.4% |
| 3M | +23.0% | +9.2% | +13.8% | +19.6% |
| 6M | +15.0% | +27.2% | -12.2% | +6.5% |
| YTD | +41.7% | +30.3% | +11.4% | +30.0% |
| 1Y | +43.3% | +28.7% | +14.6% | +31.9% |
| 3Y | +143.2% | +109.4% | +33.8% | +91.0% |
| 5Y | +154.7% | +144.1% | +10.6% | +87.2% |
| All | +153.3% | +336.4% | -183.1% | +55.9% |
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