+230.1%
CCEP vs GNRC
+448.8%
-218.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -4.0% | -15.7% | +11.7% | -2.2% |
| 3M | +5.2% | -27.3% | +32.5% | +8.6% |
| 6M | +2.7% | -12.1% | +14.8% | +2.7% |
| YTD | +14.5% | +37.1% | -22.6% | +7.6% |
| 1Y | +17.2% | -0.5% | +17.6% | +14.3% |
| 3Y | +79.3% | +61.5% | +17.8% | +59.2% |
| 5Y | +106.8% | -58.6% | +165.3% | +122.2% |
| All | +230.1% | +448.8% | -218.8% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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