+181.3%
MS vs CCEP
+85.5%
+95.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +1.4% | -3.1% | +4.4% | +1.8% |
| 30D | -0.3% | -2.6% | +2.3% | +0.1% |
| 3M | +0.3% | +14.9% | -14.6% | -2.1% |
| 6M | +31.3% | +2.3% | +29.1% | +30.6% |
| YTD | +24.7% | +17.8% | +6.8% | +20.3% |
| 1Y | +47.9% | +24.2% | +23.7% | +40.5% |
| All | +181.3% | +85.5% | +95.8% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling