-32.2%
MOS vs CCEP
+157.0%
-189.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.9% |
| 7D | +22.5% | +5.7% | +16.8% | +20.6% |
| 30D | +6.6% | +15.3% | -8.7% | +2.1% |
| 3M | -3.8% | +8.0% | -11.8% | -6.2% |
| 6M | -2.2% | +26.7% | -28.9% | -9.4% |
| YTD | -4.8% | +30.7% | -35.5% | -12.7% |
| 1Y | -11.7% | +36.5% | -48.3% | -20.2% |
| 3Y | -26.5% | +111.1% | -137.6% | -39.7% |
| 5Y | -32.2% | +149.7% | -181.9% | -46.1% |
| All | -32.2% | +157.0% | -189.2% | -46.1% |
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 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