+53.9%
GD vs CCEP
+109.7%
-55.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | -5.0% | +2.6% | -7.5% | -5.3% |
| 30D | +8.9% | +15.1% | -6.2% | +6.8% |
| 3M | -8.0% | +7.3% | -15.3% | -9.0% |
| 6M | +2.9% | +23.4% | -20.5% | -0.2% |
| YTD | +7.1% | +29.4% | -22.3% | +2.6% |
| 1Y | +5.9% | +34.2% | -28.3% | +0.8% |
| 3Y | +53.9% | +108.4% | -54.5% | +30.5% |
| All | +53.9% | +109.7% | -55.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling