+89.1%
CCEP vs GAP
+113.8%
-24.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | -1.6% | +9.3% | -10.9% | -2.0% |
| 3M | +11.9% | +6.1% | +5.8% | +11.5% |
| 6M | +7.5% | -2.3% | +9.7% | +7.4% |
| YTD | +18.7% | -10.6% | +29.3% | +18.9% |
| 1Y | +21.4% | -4.4% | +25.8% | +21.4% |
| 3Y | +89.1% | +118.3% | -29.2% | +81.1% |
| All | +89.1% | +113.8% | -24.6% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling