+79.5%
CCEP vs GWRE
+49.2%
+30.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -5.7% | -30.9% | +25.2% | -4.4% |
| 30D | -3.4% | -20.7% | +17.3% | -2.5% |
| 3M | +5.5% | +20.2% | -14.6% | +5.2% |
| 6M | +2.2% | -11.9% | +14.1% | +2.5% |
| YTD | +14.6% | -30.3% | +44.9% | +17.2% |
| 1Y | +18.9% | -44.6% | +63.6% | +23.7% |
| All | +79.5% | +49.2% | +30.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling