+145.1%
MS vs CCEP
+105.1%
+39.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.4% |
| 7D | +1.4% | -3.1% | +4.4% | +2.5% |
| 30D | -0.3% | -2.6% | +2.3% | +0.6% |
| 3M | +0.3% | +14.9% | -14.6% | -5.3% |
| 6M | +31.3% | +2.3% | +29.1% | +29.5% |
| YTD | +24.7% | +17.8% | +6.8% | +15.4% |
| 1Y | +47.9% | +24.2% | +23.7% | +33.2% |
| 3Y | +178.3% | +84.7% | +93.6% | +100.9% |
| All | +145.1% | +105.1% | +39.9% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling