+690.1%
CCEP vs GWRE
+793.8%
-103.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.6% | +1.9% |
| 7D | -1.0% | -25.6% | +24.6% | +2.9% |
| 30D | -1.6% | -12.2% | +10.6% | -0.2% |
| 3M | +11.9% | +17.7% | -5.8% | +8.3% |
| 6M | +7.5% | -11.3% | +18.8% | +7.3% |
| YTD | +18.7% | -25.5% | +44.3% | +21.4% |
| 1Y | +21.4% | -42.8% | +64.2% | +29.6% |
| 3Y | +89.1% | +59.0% | +30.1% | +64.1% |
| 5Y | +108.7% | +21.6% | +87.1% | +86.0% |
| 10Y | +241.0% | +139.2% | +101.8% | +166.2% |
| All | +690.1% | +793.8% | -103.7% | +436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling