-32.8%
MOS vs CCEP
+148.1%
-180.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +21.6% | +2.6% | +19.0% | +20.8% |
| 30D | +12.0% | +15.1% | -3.2% | +7.3% |
| 3M | -3.9% | +7.3% | -11.2% | -6.1% |
| 6M | -3.3% | +23.4% | -26.7% | -9.7% |
| YTD | -4.6% | +29.4% | -34.1% | -12.3% |
| 1Y | -7.0% | +34.2% | -41.2% | -15.4% |
| 3Y | -24.4% | +108.4% | -132.8% | -37.7% |
| All | -32.8% | +148.1% | -180.9% | -46.5% |
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