+6,869.6%
CCEP vs GAP
+2,258.2%
+4,611.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -3.1% | -4.5% | +1.4% | -2.4% |
| 30D | -2.6% | +9.0% | -11.6% | -4.1% |
| 3M | +14.9% | +5.0% | +9.9% | +13.7% |
| 6M | +2.3% | -17.8% | +20.1% | +4.4% |
| YTD | +17.8% | -10.4% | +28.2% | +18.5% |
| 1Y | +24.2% | -3.4% | +27.6% | +22.9% |
| 3Y | +84.7% | +111.5% | -26.8% | +50.3% |
| 5Y | +103.2% | +8.8% | +94.4% | +76.7% |
| 10Y | +257.4% | +32.9% | +224.5% | +167.8% |
| All | +6,869.6% | +2,258.2% | +4,611.4% | +1,968.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling