+1,530.3%
MOD vs CCEP
+105.1%
+1,425.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +5.4% |
| 7D | +9.6% | -3.1% | +12.6% | +10.8% |
| 30D | 0.0% | -2.6% | +2.6% | +0.8% |
| 3M | -35.4% | +14.9% | -50.3% | -40.0% |
| 6M | -7.3% | +2.3% | -9.5% | -9.3% |
| YTD | +45.8% | +17.8% | +28.0% | +33.5% |
| 1Y | +43.1% | +24.2% | +18.9% | +26.9% |
| 3Y | +297.7% | +84.7% | +212.9% | +163.4% |
| All | +1,530.3% | +105.1% | +1,425.2% | +853.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling