+55.0%
MSFT vs CCEP
+86.4%
-31.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -2.7% | -3.1% | +0.4% | -2.5% |
| 30D | +2.7% | -2.6% | +5.3% | +2.9% |
| 3M | +17.0% | +14.9% | +2.0% | +16.2% |
| 6M | +23.8% | +2.3% | +21.6% | +24.0% |
| YTD | +4.0% | +17.8% | -13.9% | +2.6% |
| 1Y | -0.8% | +24.2% | -25.0% | -2.8% |
| All | +55.0% | +86.4% | -31.4% | +38.6% |
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