+139,197.7%
MSFT vs CCEP
+7,667.7%
+131,530.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -6.2% | +1.8% | -8.0% | -6.7% |
| 30D | -3.7% | +12.2% | -15.9% | -6.8% |
| 3M | +3.6% | +10.7% | -7.0% | +0.6% |
| 6M | +26.8% | +27.5% | -0.7% | +18.3% |
| YTD | +8.4% | +31.3% | -22.9% | -0.1% |
| 1Y | +3.3% | +29.9% | -26.6% | -4.6% |
| 3Y | +44.3% | +111.1% | -66.8% | +15.4% |
| 5Y | +63.3% | +142.3% | -79.0% | +25.0% |
| 10Y | +894.4% | +335.5% | +558.9% | +533.2% |
| All | +139,197.7% | +7,667.7% | +131,530.0% | +35,130.5% |
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 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