+1,687.9%
CCEP vs GRMN
+6,655.2%
-4,967.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -2.6% | -8.4% | +5.8% | -1.1% |
| 3M | +14.9% | +15.0% | -0.1% | +11.5% |
| 6M | +2.3% | +11.2% | -8.9% | -0.3% |
| YTD | +17.8% | +37.7% | -19.8% | +10.1% |
| 1Y | +24.2% | +18.5% | +5.7% | +19.1% |
| 3Y | +84.7% | +175.8% | -91.1% | +47.0% |
| 5Y | +103.2% | +75.1% | +28.1% | +74.8% |
| 10Y | +257.4% | +637.0% | -379.7% | +138.3% |
| All | +1,687.9% | +6,655.2% | -4,967.3% | +841.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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