+175.2%
CCEP vs GGLL
+195.8%
-20.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.1% |
| 7D | +1.7% | +6.3% | -4.7% | +1.4% |
| 30D | +12.7% | -35.1% | +47.8% | +14.1% |
| 3M | +8.5% | -37.7% | +46.2% | +9.9% |
| 6M | +25.6% | -54.1% | +79.7% | +28.2% |
| YTD | +30.9% | -29.4% | +60.3% | +31.3% |
| 1Y | +32.0% | -13.4% | +45.4% | +31.4% |
| 3Y | +110.9% | +158.3% | -47.4% | +92.1% |
| All | +175.2% | +195.8% | -20.6% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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