-32.6%
MOD vs CCEP
+36.9%
-69.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.8% | -25.3% | -19.5% |
| 7D | -31.3% | +4.2% | -35.6% | -29.4% |
| 30D | -46.1% | +14.2% | -60.3% | -43.2% |
| 3M | -51.1% | +9.1% | -60.3% | -48.8% |
| 6M | -62.1% | +26.9% | -88.9% | -61.6% |
| YTD | -26.2% | +29.1% | -55.3% | -24.0% |
| 1Y | -32.6% | +36.8% | -69.3% | -33.2% |
| All | -32.6% | +36.9% | -69.5% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling