+0.6%
MOS vs CCEP
+342.1%
-341.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +5.5% | +1.8% | +3.7% | +4.6% |
| 30D | +21.0% | +12.2% | +8.8% | +14.3% |
| 3M | -0.5% | +10.7% | -11.1% | -5.6% |
| 6M | +6.6% | +27.5% | -20.9% | -6.1% |
| YTD | -2.8% | +31.3% | -34.1% | -15.9% |
| 1Y | -8.1% | +29.9% | -38.0% | -20.1% |
| 3Y | -25.6% | +111.1% | -136.7% | -49.7% |
| 5Y | -29.8% | +142.3% | -172.1% | -57.3% |
| 10Y | +0.6% | +335.5% | -334.9% | -52.8% |
| All | +0.6% | +342.1% | -341.5% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling