+230.1%
CCEP vs GFI
+1,066.8%
-836.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -2.8% | -4.9% | +2.0% | -2.7% |
| 30D | -4.0% | +10.7% | -14.8% | -4.2% |
| 3M | +5.2% | +25.6% | -20.4% | +4.7% |
| 6M | +2.7% | -8.3% | +11.0% | +2.7% |
| YTD | +14.5% | +6.3% | +8.2% | +14.2% |
| 1Y | +17.2% | +22.1% | -4.9% | +16.5% |
| 3Y | +79.3% | +289.2% | -209.9% | +75.9% |
| 5Y | +106.8% | +531.7% | -424.9% | +103.1% |
| All | +230.1% | +1,066.8% | -836.8% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling