+107.0%
CCEP vs GFI
+515.1%
-408.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -5.7% | -5.1% | -0.6% | -5.5% |
| 30D | -3.4% | +13.4% | -16.8% | -4.2% |
| 3M | +5.5% | +36.2% | -30.7% | +3.4% |
| 6M | +2.2% | -9.8% | +12.0% | +2.3% |
| YTD | +14.6% | +7.7% | +7.0% | +13.4% |
| 1Y | +18.9% | +27.2% | -8.3% | +16.0% |
| 3Y | +82.6% | +300.3% | -217.7% | +64.4% |
| 5Y | +107.0% | +539.8% | -432.8% | +72.1% |
| All | +107.0% | +515.1% | -408.2% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling