+79.3%
CCEP vs GFI
+287.6%
-208.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.8% | -4.9% | +2.0% | -2.5% |
| 30D | -4.0% | +10.7% | -14.8% | -4.7% |
| 3M | +5.2% | +25.6% | -20.4% | +3.5% |
| 6M | +2.7% | -8.3% | +11.0% | +2.7% |
| YTD | +14.5% | +6.3% | +8.2% | +13.4% |
| 1Y | +17.2% | +22.1% | -4.9% | +14.5% |
| 3Y | +79.3% | +289.2% | -209.9% | +61.1% |
| All | +79.3% | +287.6% | -208.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling