+149.9%
CCEP vs GTLB
-49.8%
+199.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +1.8% | -9.6% | +11.4% | +2.2% |
| 30D | +12.2% | -15.5% | +27.7% | +13.0% |
| 3M | +10.7% | +12.4% | -1.7% | +9.8% |
| 6M | +27.5% | +84.6% | -57.1% | +22.9% |
| YTD | +31.3% | +26.1% | +5.3% | +28.9% |
| 1Y | +29.9% | +1.7% | +28.2% | +29.0% |
| 3Y | +111.1% | +6.1% | +105.0% | +104.0% |
| 5Y | +142.3% | -61.1% | +203.5% | +121.6% |
| All | +149.9% | -49.8% | +199.7% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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