+112.4%
MS vs CCEP
+148.1%
-35.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -1.6% | +2.6% | -4.1% | -2.4% |
| 30D | -3.8% | +15.1% | -18.9% | -8.6% |
| 3M | -14.6% | +7.3% | -21.9% | -16.9% |
| 6M | -5.1% | +23.4% | -28.5% | -12.8% |
| YTD | +4.5% | +29.4% | -24.9% | -6.6% |
| 1Y | +13.5% | +34.2% | -20.7% | -0.3% |
| 3Y | +160.4% | +108.4% | +52.0% | +78.3% |
| All | +112.4% | +148.1% | -35.7% | +28.3% |
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