+341.1%
CCEP vs GAP
+12.0%
+329.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.3% |
| 30D | +12.8% | -5.4% | +18.2% | +13.5% |
| 3M | +10.9% | +2.9% | +8.0% | +10.1% |
| 6M | +25.6% | -4.4% | +30.0% | +25.5% |
| YTD | +31.0% | -11.6% | +42.6% | +31.6% |
| 1Y | +32.3% | -6.0% | +38.3% | +31.7% |
| 3Y | +110.5% | +78.0% | +32.5% | +78.8% |
| 5Y | +141.8% | +8.5% | +133.3% | +113.7% |
| 10Y | +341.1% | +8.6% | +332.5% | +224.5% |
| All | +341.1% | +12.0% | +329.2% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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