+149.2%
CCEP vs GTLB
-50.5%
+199.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +5.4% | -10.9% | +16.3% | +5.9% |
| 30D | +12.8% | -15.3% | +28.1% | +13.6% |
| 3M | +10.9% | +14.6% | -3.7% | +9.9% |
| 6M | +25.6% | +79.6% | -54.0% | +21.3% |
| YTD | +31.0% | +24.3% | +6.7% | +28.6% |
| 1Y | +32.3% | +1.0% | +31.2% | +31.4% |
| 3Y | +110.5% | +4.6% | +105.9% | +103.6% |
| 5Y | +141.8% | -63.7% | +205.5% | +121.0% |
| All | +149.2% | -50.5% | +199.7% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling