+230.1%
CCEP vs GWRE
+131.0%
+99.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.8% | -13.2% | +10.4% | -0.8% |
| 30D | -4.0% | -18.6% | +14.6% | -1.5% |
| 3M | +5.2% | +18.9% | -13.7% | +1.6% |
| 6M | +2.7% | -11.0% | +13.7% | +2.4% |
| YTD | +14.5% | -29.9% | +44.4% | +18.7% |
| 1Y | +17.2% | -44.3% | +61.5% | +26.7% |
| 3Y | +79.3% | +51.7% | +27.7% | +52.1% |
| 5Y | +106.8% | +15.4% | +91.3% | +82.3% |
| All | +230.1% | +131.0% | +99.1% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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