+138.5%
CCEP vs GME
-53.9%
+192.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.5% |
| 30D | +12.7% | -3.7% | +16.4% | +12.8% |
| 3M | +8.5% | +33.6% | -25.1% | +7.7% |
| 6M | +25.6% | +5.4% | +20.2% | +25.3% |
| YTD | +30.9% | +27.4% | +3.5% | +30.0% |
| 1Y | +32.0% | +19.0% | +12.9% | +31.2% |
| 3Y | +110.9% | +101.5% | +9.4% | +95.7% |
| 5Y | +138.5% | -50.5% | +188.9% | +123.4% |
| All | +138.5% | -53.9% | +192.4% | +123.4% |
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 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