+164.9%
GD vs CCEP
+336.4%
-171.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +9.2% | +11.0% | -1.7% | +5.4% |
| 3M | -7.5% | +9.2% | -16.7% | -10.3% |
| 6M | +5.8% | +27.2% | -21.4% | -2.8% |
| YTD | +9.8% | +30.3% | -20.5% | -0.5% |
| 1Y | +5.8% | +28.7% | -22.9% | -3.8% |
| 3Y | +58.0% | +109.4% | -51.4% | +19.0% |
| 5Y | +100.4% | +144.1% | -43.7% | +39.2% |
| All | +164.9% | +336.4% | -171.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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