-24.5%
MOS vs CCEP
+111.8%
-136.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.7% |
| 7D | +22.5% | +5.7% | +16.8% | +20.0% |
| 30D | +6.6% | +15.3% | -8.7% | +0.5% |
| 3M | -3.8% | +8.0% | -11.8% | -7.0% |
| 6M | -2.2% | +26.7% | -28.9% | -12.2% |
| YTD | -4.8% | +30.7% | -35.5% | -16.1% |
| 1Y | -11.7% | +36.5% | -48.3% | -24.0% |
| All | -24.5% | +111.8% | -136.4% | -38.8% |
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 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