+34.1%
MSCI vs CCEP
+109.7%
-75.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +2.8% | +2.6% | +0.3% | +2.0% |
| 30D | +15.4% | +15.1% | +0.3% | +10.6% |
| 3M | +13.4% | +7.3% | +6.1% | +10.9% |
| 6M | +10.9% | +23.4% | -12.5% | +4.2% |
| YTD | +13.0% | +29.4% | -16.4% | +3.8% |
| 1Y | +12.0% | +34.2% | -22.2% | +1.4% |
| 3Y | +34.1% | +108.4% | -74.3% | +9.5% |
| All | +34.1% | +109.7% | -75.6% | +9.5% |
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