+2,417.1%
MSCI vs CCEP
+1,219.1%
+1,198.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.0% |
| 7D | +0.4% | -3.1% | +3.5% | +1.7% |
| 30D | +0.6% | -2.6% | +3.2% | +1.7% |
| 3M | -7.1% | +14.9% | -22.0% | -12.5% |
| 6M | +0.8% | +2.3% | -1.4% | -0.6% |
| YTD | +1.0% | +17.8% | -16.9% | -6.7% |
| 1Y | +4.3% | +24.2% | -19.9% | -6.0% |
| 3Y | +9.9% | +84.7% | -74.8% | -17.6% |
| 5Y | -6.8% | +103.2% | -110.0% | -33.8% |
| 10Y | +614.7% | +257.4% | +357.3% | +269.8% |
| All | +2,417.1% | +1,219.1% | +1,198.0% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling