+110.9%
MO vs CCEP
+236.1%
-125.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.8% | +3.0% | +1.0% |
| 30D | +7.1% | -4.0% | +11.2% | +8.5% |
| 3M | -2.0% | +5.2% | -7.2% | -3.6% |
| 6M | +7.3% | +2.7% | +4.6% | +6.1% |
| YTD | +23.5% | +14.5% | +8.9% | +17.9% |
| 1Y | +11.0% | +17.2% | -6.2% | +5.2% |
| 3Y | +95.0% | +79.3% | +15.7% | +60.3% |
| 5Y | +100.6% | +106.8% | -6.1% | +54.8% |
| All | +110.9% | +236.1% | -125.3% | +35.4% |
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