+17.2%
CCEP vs GWRE
-44.7%
+61.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -2.8% | -13.2% | +10.4% | -2.7% |
| 30D | -4.0% | -18.6% | +14.6% | -3.5% |
| 3M | +5.2% | +18.9% | -13.7% | +6.8% |
| 6M | +2.7% | -11.0% | +13.7% | +2.5% |
| YTD | +14.5% | -29.9% | +44.4% | +18.8% |
| 1Y | +17.2% | -44.3% | +61.5% | +25.4% |
| All | +17.2% | -44.7% | +61.8% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling