+1,544.7%
MOD vs CCEP
+7,629.5%
-6,084.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.5% | -7.7% |
| 7D | -34.2% | +5.7% | -39.9% | -35.8% |
| 30D | -51.9% | +15.3% | -67.2% | -54.8% |
| 3M | -53.0% | +8.0% | -61.1% | -55.0% |
| 6M | -66.4% | +26.7% | -93.1% | -69.9% |
| YTD | -31.5% | +30.7% | -62.2% | -39.5% |
| 1Y | -39.6% | +36.5% | -76.1% | -47.5% |
| 3Y | +116.8% | +111.1% | +5.7% | +56.9% |
| 5Y | +713.8% | +149.7% | +564.1% | +452.5% |
| 10Y | +882.7% | +305.3% | +577.3% | +454.9% |
| All | +1,544.7% | +7,629.5% | -6,084.8% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling