+104.1%
CCEP vs GDDY
+29.8%
+74.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -4.0% | +6.8% | -10.8% | -5.1% |
| 3M | +5.2% | +30.5% | -25.3% | +0.9% |
| 6M | +2.7% | +13.3% | -10.6% | 0.0% |
| YTD | +14.5% | -21.0% | +35.5% | +17.9% |
| 1Y | +17.2% | -34.0% | +51.2% | +24.4% |
| 3Y | +79.3% | +33.1% | +46.3% | +54.7% |
| All | +104.1% | +29.8% | +74.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling