+114.0%
MS vs CCEP
+157.0%
-43.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.4% |
| 7D | -3.4% | +5.7% | -9.1% | -5.3% |
| 30D | -3.9% | +15.3% | -19.2% | -8.8% |
| 3M | -15.9% | +8.0% | -23.9% | -18.4% |
| 6M | -2.5% | +26.7% | -29.2% | -11.3% |
| YTD | +5.1% | +30.7% | -25.6% | -6.4% |
| 1Y | +13.0% | +36.5% | -23.6% | -1.5% |
| 3Y | +160.7% | +111.1% | +49.5% | +77.6% |
| 5Y | +114.0% | +149.7% | -35.7% | +29.1% |
| All | +114.0% | +157.0% | -43.0% | +29.1% |
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