+7,605.8%
CCEP vs GPC
+2,072.3%
+5,533.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +11.0% | -6.0% | +17.0% | +13.4% |
| 3M | +9.2% | -7.6% | +16.8% | +12.2% |
| 6M | +27.2% | +24.2% | +3.0% | +16.0% |
| YTD | +30.3% | +2.7% | +27.6% | +25.9% |
| 1Y | +28.7% | +0.2% | +28.5% | +25.4% |
| 3Y | +109.4% | -0.8% | +110.2% | +97.2% |
| 5Y | +144.1% | +4.4% | +139.6% | +122.1% |
| 10Y | +332.0% | +74.5% | +257.5% | +204.2% |
| All | +7,605.8% | +2,072.3% | +5,533.5% | +1,937.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling