+913.4%
MSFT vs CCEP
+336.4%
+577.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.8% | +11.0% | -14.7% | -7.1% |
| 3M | +6.4% | +9.2% | -2.8% | +3.2% |
| 6M | +28.8% | +27.2% | +1.6% | +18.5% |
| YTD | +8.8% | +30.3% | -21.5% | -1.2% |
| 1Y | +3.2% | +28.7% | -25.5% | -6.0% |
| 3Y | +44.8% | +109.4% | -64.6% | +8.8% |
| 5Y | +61.8% | +144.1% | -82.2% | +13.3% |
| All | +913.4% | +336.4% | +577.0% | +518.5% |
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 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