+335.5%
CCEP vs GME
+484.8%
-149.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.8% | +1.6% | +0.1% | +1.7% |
| 30D | +12.2% | -6.2% | +18.3% | +12.2% |
| 3M | +10.7% | +35.8% | -25.1% | +10.3% |
| 6M | +27.5% | +10.3% | +17.2% | +27.3% |
| YTD | +31.3% | +27.2% | +4.1% | +31.0% |
| 1Y | +29.9% | +19.1% | +10.8% | +29.6% |
| 3Y | +111.1% | +103.7% | +7.3% | +106.7% |
| 5Y | +142.3% | -50.0% | +192.3% | +138.5% |
| 10Y | +335.5% | +471.4% | -136.0% | +231.4% |
| All | +335.5% | +484.8% | -149.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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