-2.5%
MS vs CCEP
+28.5%
-31.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -5.8% |
| 7D | -3.4% | +5.7% | -9.1% | -2.9% |
| 30D | -3.9% | +15.3% | -19.2% | -2.6% |
| 3M | -15.9% | +8.0% | -23.9% | -15.1% |
| 6M | -2.5% | +26.7% | -29.2% | +0.8% |
| All | -2.5% | +28.5% | -31.0% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling