+6,406.1%
OMC vs CCEP
+7,713.8%
-1,307.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.9% | +2.1% | -0.2% | +1.3% |
| 30D | +12.2% | +10.6% | +1.6% | +9.3% |
| 3M | +0.6% | +10.3% | -9.7% | -2.0% |
| 6M | +21.0% | +31.1% | -10.1% | +12.8% |
| YTD | +12.4% | +32.1% | -19.8% | +4.2% |
| 1Y | +25.4% | +32.8% | -7.4% | +16.2% |
| 3Y | +29.2% | +111.3% | -82.1% | +5.6% |
| 5Y | +52.6% | +147.5% | -94.9% | +19.3% |
| 10Y | +53.6% | +338.1% | -284.4% | +4.2% |
| All | +6,406.1% | +7,713.8% | -1,307.7% | +2,465.3% |
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