+147.7%
CCEP vs GGLL
+328.7%
-181.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -3.0% |
| 7D | -3.1% | -4.8% | +1.7% | -2.9% |
| 30D | -2.6% | -13.7% | +11.1% | -2.2% |
| 3M | +14.9% | -21.9% | +36.8% | +15.6% |
| 6M | +2.3% | +11.7% | -9.4% | +1.4% |
| YTD | +17.8% | +2.3% | +15.6% | +17.0% |
| 1Y | +24.2% | +76.2% | -52.0% | +20.8% |
| 3Y | +84.7% | +245.0% | -160.3% | +67.7% |
| All | +147.7% | +328.7% | -181.0% | +125.9% |
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