+124.3%
MOD vs CCEP
+111.8%
+12.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.5% | -7.0% |
| 7D | -34.2% | +5.7% | -39.9% | -33.2% |
| 30D | -51.9% | +15.3% | -67.2% | -50.8% |
| 3M | -53.0% | +8.0% | -61.1% | -52.1% |
| 6M | -66.4% | +26.7% | -93.1% | -66.1% |
| YTD | -31.5% | +30.7% | -62.2% | -30.7% |
| 1Y | -39.6% | +36.5% | -76.1% | -38.9% |
| All | +124.3% | +111.8% | +12.5% | +89.5% |
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