+16.6%
CCEP vs GAP
-8.8%
+25.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | +7.2% | -0.5% | +7.6% | +6.9% |
| 6M | +3.3% | -5.0% | +8.3% | +3.4% |
| YTD | +15.7% | -14.7% | +30.4% | +16.9% |
| 1Y | +16.6% | -8.6% | +25.2% | +15.9% |
| All | +16.6% | -8.8% | +25.3% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling