+118.0%
MOS vs CCEP
+7,629.5%
-7,511.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.9% |
| 7D | +22.5% | +5.7% | +16.8% | +20.5% |
| 30D | +6.6% | +15.3% | -8.7% | +1.8% |
| 3M | -3.8% | +8.0% | -11.8% | -6.4% |
| 6M | -2.2% | +26.7% | -28.9% | -9.7% |
| YTD | -4.8% | +30.7% | -35.5% | -13.1% |
| 1Y | -11.7% | +36.5% | -48.3% | -20.6% |
| 3Y | -26.5% | +111.1% | -137.6% | -42.6% |
| 5Y | -32.2% | +149.7% | -181.9% | -50.8% |
| 10Y | +10.2% | +305.3% | -295.2% | -31.5% |
| All | +118.0% | +7,629.5% | -7,511.5% | -31.9% |
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