+40.4%
MSTR vs CCEP
+147.2%
-106.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.4% |
| 7D | -13.4% | +2.1% | -15.5% | -14.7% |
| 30D | -22.1% | +10.6% | -32.7% | -28.2% |
| 3M | +15.0% | +10.3% | +4.6% | +5.5% |
| 6M | -37.3% | +31.1% | -68.4% | -50.1% |
| YTD | -26.5% | +32.1% | -58.7% | -42.6% |
| 1Y | -46.5% | +32.8% | -79.3% | -58.5% |
| 3Y | +121.1% | +111.3% | +9.7% | -2.0% |
| All | +40.4% | +147.2% | -106.8% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling