+1,124.1%
MSTR vs CCEP
+910.6%
+213.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.3% | -10.5% | -9.7% |
| 7D | -8.7% | +5.7% | -14.4% | -10.4% |
| 30D | -21.4% | +15.3% | -36.7% | -25.2% |
| 3M | +31.4% | +8.0% | +23.4% | +27.5% |
| 6M | -30.8% | +26.7% | -57.5% | -36.4% |
| YTD | -14.9% | +30.7% | -45.6% | -22.7% |
| 1Y | -49.3% | +36.5% | -85.8% | -54.6% |
| 3Y | +184.8% | +111.1% | +73.7% | +119.5% |
| 5Y | +62.1% | +149.7% | -87.6% | +20.8% |
| 10Y | +580.0% | +305.3% | +274.6% | +331.4% |
| All | +1,124.1% | +910.6% | +213.6% | +552.6% |
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 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