+150.2%
MOS vs CCEP
+6,869.6%
-6,719.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.4% |
| 7D | +9.5% | -3.1% | +12.6% | +10.6% |
| 30D | +10.4% | -2.6% | +13.0% | +11.2% |
| 3M | +12.9% | +14.9% | -2.0% | +7.7% |
| 6M | +1.2% | +2.3% | -1.0% | +0.3% |
| YTD | +9.3% | +17.8% | -8.5% | +3.2% |
| 1Y | -18.0% | +24.2% | -42.2% | -24.0% |
| 3Y | -29.0% | +84.7% | -113.8% | -42.2% |
| 5Y | -9.6% | +103.2% | -112.8% | -30.0% |
| 10Y | +6.1% | +257.4% | -251.3% | -31.4% |
| All | +150.2% | +6,869.6% | -6,719.4% | -19.1% |
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 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