+839.8%
MOD vs CCEP
+342.1%
+497.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.2% | +1.8% | +6.5% | +7.4% |
| 30D | -38.2% | +12.2% | -50.3% | -42.1% |
| 3M | -46.2% | +10.7% | -56.9% | -49.6% |
| 6M | -62.5% | +27.5% | -90.0% | -67.9% |
| YTD | -20.1% | +31.3% | -51.4% | -32.7% |
| 1Y | -29.7% | +29.9% | -59.6% | -40.5% |
| 3Y | +136.2% | +111.1% | +25.1% | +45.9% |
| 5Y | +820.4% | +142.3% | +678.0% | +415.7% |
| 10Y | +839.8% | +335.5% | +504.3% | +359.0% |
| All | +839.8% | +342.1% | +497.7% | +359.0% |
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