+2,033.2%
CCEP vs GME
+1,082.6%
+950.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -3.1% | +7.2% | -10.3% | -3.3% |
| 30D | -2.6% | +0.8% | -3.4% | -2.6% |
| 3M | +14.9% | -14.0% | +28.9% | +15.5% |
| 6M | +2.3% | -19.7% | +22.0% | +3.0% |
| YTD | +17.8% | -4.6% | +22.4% | +17.9% |
| 1Y | +24.2% | -14.3% | +38.6% | +24.6% |
| 3Y | +84.7% | +4.0% | +80.7% | +75.2% |
| 5Y | +103.2% | -62.2% | +165.4% | +95.2% |
| 10Y | +257.4% | +241.4% | +16.0% | +107.8% |
| All | +2,033.2% | +1,082.6% | +950.6% | +845.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling