+107.0%
CCEP vs GNRC
-60.2%
+167.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.7% |
| 30D | -3.4% | -15.8% | +12.4% | -2.4% |
| 3M | +5.5% | -24.0% | +29.5% | +7.0% |
| 6M | +2.2% | -13.8% | +16.0% | +2.2% |
| YTD | +14.6% | +33.2% | -18.6% | +10.3% |
| 1Y | +18.9% | -1.8% | +20.7% | +17.0% |
| 3Y | +82.6% | +57.7% | +24.9% | +69.3% |
| 5Y | +107.0% | -59.7% | +166.7% | +102.6% |
| All | +107.0% | -60.2% | +167.1% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling