+731.6%
MSTR vs CCEP
+251.0%
+480.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.1% |
| 7D | +12.2% | -3.1% | +15.2% | +13.9% |
| 30D | +45.2% | -2.6% | +47.8% | +46.7% |
| 3M | +10.4% | +14.9% | -4.6% | +2.8% |
| 6M | -2.5% | +2.3% | -4.7% | -4.0% |
| YTD | -6.0% | +17.8% | -23.9% | -14.2% |
| 1Y | -56.4% | +24.2% | -80.6% | -61.5% |
| 3Y | +306.3% | +84.7% | +221.6% | +186.1% |
| 5Y | +100.5% | +103.2% | -2.7% | +34.3% |
| All | +731.6% | +251.0% | +480.7% | +387.1% |
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