-66.4%
MOD vs CCEP
+28.5%
-94.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.5% | -5.5% |
| 7D | -34.2% | +5.7% | -39.9% | -27.7% |
| 30D | -51.9% | +15.3% | -67.2% | -41.0% |
| 3M | -53.0% | +8.0% | -61.1% | -46.3% |
| 6M | -66.4% | +26.7% | -93.1% | -52.1% |
| All | -66.4% | +28.5% | -94.8% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling