+52.3%
MSFT vs CCEP
+109.7%
-57.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +0.2% | +15.1% | -15.0% | -0.7% |
| 3M | +6.4% | +7.3% | -0.9% | +5.9% |
| 6M | +28.7% | +23.4% | +5.3% | +27.5% |
| YTD | +10.4% | +29.4% | -19.0% | +8.6% |
| 1Y | +7.6% | +34.2% | -26.6% | +5.4% |
| 3Y | +52.3% | +108.4% | -56.0% | +41.3% |
| All | +52.3% | +109.7% | -57.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling