+89.1%
CCEP vs GME
+4.1%
+85.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -1.6% | -1.4% | -0.2% | -1.6% |
| 3M | +11.9% | -15.1% | +27.0% | +12.1% |
| 6M | +7.5% | -22.5% | +29.9% | +7.7% |
| YTD | +18.7% | -5.9% | +24.7% | +18.8% |
| 1Y | +21.4% | -18.6% | +40.0% | +21.6% |
| 3Y | +89.1% | +6.7% | +82.4% | +93.4% |
| All | +89.1% | +4.1% | +85.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling