+79.3%
CCEP vs GDDY
+30.8%
+48.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -2.8% | -3.2% | +0.4% | -2.7% |
| 30D | -4.0% | +6.8% | -10.8% | -4.4% |
| 3M | +5.2% | +30.5% | -25.3% | +3.9% |
| 6M | +2.7% | +13.3% | -10.6% | +1.8% |
| YTD | +14.5% | -21.0% | +35.5% | +15.9% |
| 1Y | +17.2% | -34.0% | +51.2% | +20.0% |
| 3Y | +79.3% | +33.1% | +46.3% | +64.4% |
| All | +79.3% | +30.8% | +48.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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