+172.0%
CCEP vs GGLL
+188.6%
-16.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | +2.6% | +3.1% | -0.5% | +2.5% |
| 30D | +15.1% | -36.3% | +51.5% | +16.6% |
| 3M | +7.3% | -40.4% | +47.6% | +8.8% |
| 6M | +23.4% | -54.6% | +78.0% | +26.1% |
| YTD | +29.4% | -31.1% | +60.5% | +29.9% |
| 1Y | +34.2% | -19.2% | +53.4% | +33.9% |
| 3Y | +108.4% | +151.5% | -43.2% | +90.0% |
| All | +172.0% | +188.6% | -16.6% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling