+808.5%
MS vs CCEP
+257.1%
+551.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.7% |
| 7D | +1.4% | -3.1% | +4.4% | +2.8% |
| 30D | -0.3% | -2.6% | +2.3% | +0.9% |
| 3M | +0.3% | +14.9% | -14.6% | -6.7% |
| 6M | +31.3% | +2.3% | +29.1% | +28.8% |
| YTD | +24.7% | +17.8% | +6.8% | +13.4% |
| 1Y | +47.9% | +24.2% | +23.7% | +30.4% |
| 3Y | +178.3% | +84.7% | +93.6% | +95.6% |
| 5Y | +144.9% | +103.2% | +41.7% | +60.2% |
| All | +808.5% | +257.1% | +551.4% | +387.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling