+238.1%
CCEP vs GME
+255.4%
-17.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -2.6% |
| 7D | -3.7% | +4.8% | -8.5% | -3.7% |
| 30D | -2.1% | +5.9% | -7.9% | -2.1% |
| 3M | +7.2% | -10.7% | +17.9% | +7.3% |
| 6M | +3.3% | -19.8% | +23.1% | +3.5% |
| YTD | +15.7% | -0.9% | +16.6% | +15.7% |
| 1Y | +16.6% | -15.7% | +32.2% | +16.7% |
| 3Y | +84.3% | +12.3% | +72.0% | +81.5% |
| 5Y | +109.0% | -60.1% | +169.1% | +106.2% |
| 10Y | +238.1% | +265.3% | -27.2% | +166.8% |
| All | +238.1% | +255.4% | -17.2% | +166.8% |
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