+9.1%
MSCI vs CCEP
+140.5%
-131.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.9% | +1.8% | -3.6% | -2.7% |
| 30D | +16.5% | +12.2% | +4.3% | +10.3% |
| 3M | +18.2% | +10.7% | +7.5% | +12.5% |
| 6M | +14.0% | +27.5% | -13.5% | +1.3% |
| YTD | +16.6% | +31.3% | -14.8% | +1.1% |
| 1Y | +14.8% | +29.9% | -15.1% | 0.0% |
| 3Y | +33.3% | +111.1% | -77.8% | -13.6% |
| 5Y | +9.1% | +142.3% | -133.3% | -38.4% |
| All | +9.1% | +140.5% | -131.4% | -38.4% |
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