+19,851.2%
GD vs CCEP
+6,869.6%
+12,981.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -5.3% | -3.1% | -2.2% | -4.6% |
| 30D | -6.4% | -2.6% | -3.8% | -5.9% |
| 3M | +5.7% | +14.9% | -9.2% | +2.5% |
| 6M | -0.9% | +2.3% | -3.2% | -1.7% |
| YTD | +8.2% | +17.8% | -9.7% | +4.0% |
| 1Y | +13.4% | +24.2% | -10.8% | +7.7% |
| 3Y | +68.5% | +84.7% | -16.2% | +45.9% |
| 5Y | +97.2% | +103.2% | -6.0% | +65.2% |
| 10Y | +190.2% | +257.4% | -67.2% | +113.1% |
| All | +19,851.2% | +6,869.6% | +12,981.6% | +9,225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling