+111.3%
CCEP vs GPC
+0.2%
+111.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +10.6% | -6.3% | +16.9% | +11.4% |
| 3M | +10.3% | -8.2% | +18.5% | +11.4% |
| 6M | +31.1% | +27.1% | +4.0% | +27.1% |
| YTD | +32.1% | +3.1% | +29.0% | +29.0% |
| 1Y | +32.8% | +0.1% | +32.8% | +30.2% |
| 3Y | +111.3% | +0.2% | +111.1% | +97.2% |
| All | +111.3% | +0.2% | +111.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling