+109.0%
CCEP vs GME
-55.8%
+164.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -2.7% |
| 7D | -3.7% | +4.8% | -8.5% | -3.8% |
| 30D | -2.1% | +5.9% | -7.9% | -2.2% |
| 3M | +7.2% | -10.7% | +17.9% | +7.4% |
| 6M | +3.3% | -19.8% | +23.1% | +3.8% |
| YTD | +15.7% | -0.9% | +16.6% | +15.6% |
| 1Y | +16.6% | -15.7% | +32.2% | +16.9% |
| 3Y | +84.3% | +12.3% | +72.0% | +74.6% |
| 5Y | +109.0% | -60.1% | +169.1% | +97.2% |
| All | +109.0% | -55.8% | +164.8% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling