+133,470.8%
MSFT vs CCEP
+6,869.6%
+126,601.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | +2.7% | -2.6% | +5.3% | +3.4% |
| 3M | +17.0% | +14.9% | +2.0% | +12.6% |
| 6M | +23.8% | +2.3% | +21.6% | +22.6% |
| YTD | +4.0% | +17.8% | -13.9% | -1.2% |
| 1Y | -0.8% | +24.2% | -25.0% | -7.3% |
| 3Y | +55.6% | +84.7% | -29.1% | +29.2% |
| 5Y | +72.9% | +103.2% | -30.3% | +38.8% |
| 10Y | +875.8% | +257.4% | +618.4% | +554.9% |
| All | +133,470.8% | +6,869.6% | +126,601.1% | +34,753.8% |
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