-35.2%
MOD vs CCEP
+36.6%
-71.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.2% |
| 7D | -25.5% | +2.6% | -28.1% | -23.9% |
| 30D | -49.0% | +15.1% | -64.1% | -46.0% |
| 3M | -49.8% | +7.3% | -57.1% | -47.4% |
| 6M | -64.8% | +23.4% | -88.2% | -63.5% |
| YTD | -27.6% | +29.4% | -57.0% | -25.1% |
| 1Y | -35.2% | +34.2% | -69.4% | -33.7% |
| All | -35.2% | +36.6% | -71.8% | -33.7% |
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