+556.2%
MS vs CCEP
+342.1%
+214.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | -1.7% | +1.8% | -3.5% | -2.6% |
| 30D | +0.9% | +12.2% | -11.3% | -4.7% |
| 3M | -10.8% | +10.7% | -21.5% | -15.5% |
| 6M | +0.9% | +27.5% | -26.6% | -11.3% |
| YTD | +9.8% | +31.3% | -21.5% | -5.8% |
| 1Y | +17.1% | +29.9% | -12.8% | +0.9% |
| 3Y | +175.7% | +111.1% | +64.6% | +79.0% |
| 5Y | +125.9% | +142.3% | -16.5% | +33.2% |
| 10Y | +556.2% | +335.5% | +220.7% | +217.4% |
| All | +556.2% | +342.1% | +214.1% | +217.4% |
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