+124.2%
CCEP vs GTLB
-47.1%
+171.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | -3.1% | +11.1% | -14.1% | -3.6% |
| 30D | -2.6% | +37.8% | -40.4% | -4.3% |
| 3M | +14.9% | +61.6% | -46.6% | +11.9% |
| 6M | +2.3% | +98.9% | -96.7% | -1.8% |
| YTD | +17.8% | +32.8% | -14.9% | +15.5% |
| 1Y | +24.2% | +14.7% | +9.6% | +22.5% |
| 3Y | +84.7% | +1.3% | +83.4% | +79.3% |
| All | +124.2% | -47.1% | +171.3% | +105.6% |
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