+141.6%
MO vs CCEP
+112.6%
+29.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -0.8% | +1.8% | -2.5% | -1.3% |
| 30D | +8.0% | +12.2% | -4.2% | +4.4% |
| 3M | +20.9% | +10.7% | +10.2% | +17.3% |
| 6M | +16.3% | +27.5% | -11.2% | +8.5% |
| YTD | +40.7% | +31.3% | +9.4% | +29.9% |
| 1Y | +41.5% | +29.9% | +11.6% | +30.9% |
| All | +141.6% | +112.6% | +29.0% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling