+868.6%
MSFT vs CCEP
+244.1%
+624.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -1.0% | -1.6% | +0.6% | -0.5% |
| 3M | +20.2% | +11.9% | +8.3% | +15.8% |
| 6M | +21.3% | +7.5% | +13.8% | +18.0% |
| YTD | +2.8% | +18.7% | -15.9% | -3.7% |
| 1Y | 0.0% | +21.4% | -21.4% | -7.3% |
| 3Y | +51.2% | +89.1% | -37.9% | +17.6% |
| 5Y | +71.4% | +108.7% | -37.3% | +26.5% |
| 10Y | +868.6% | +241.0% | +627.6% | +508.3% |
| All | +868.6% | +244.1% | +624.5% | +508.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling