-7.5%
MSCI vs CCEP
+105.1%
-112.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.1% |
| 7D | +0.4% | -3.1% | +3.5% | +1.8% |
| 30D | +0.6% | -2.6% | +3.2% | +1.7% |
| 3M | -7.1% | +14.9% | -22.0% | -12.8% |
| 6M | +0.8% | +2.3% | -1.4% | -0.6% |
| YTD | +1.0% | +17.8% | -16.9% | -7.4% |
| 1Y | +4.3% | +24.2% | -19.9% | -7.0% |
| 3Y | +9.9% | +84.7% | -74.8% | -22.2% |
| All | -7.5% | +105.1% | -112.6% | -40.7% |
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