+6,921.7%
CCEP vs GFI
+685.3%
+6,236.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.0% | +5.7% | -6.6% | -1.1% |
| 30D | -1.6% | +15.6% | -17.2% | -2.0% |
| 3M | +11.9% | +31.5% | -19.7% | +11.0% |
| 6M | +7.5% | -3.7% | +11.2% | +7.3% |
| YTD | +18.7% | +11.2% | +7.5% | +18.1% |
| 1Y | +21.4% | +36.4% | -15.0% | +19.9% |
| 3Y | +89.1% | +313.5% | -224.4% | +81.2% |
| 5Y | +108.7% | +528.0% | -419.3% | +97.0% |
| 10Y | +241.0% | +1,021.4% | -780.5% | +211.9% |
| All | +6,921.7% | +685.3% | +6,236.5% | +6,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling