+47.4%
GDX vs CCEP
+23.2%
+24.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +4.0% | -1.0% | +4.9% | +4.2% |
| 30D | +9.5% | -1.6% | +11.1% | +9.8% |
| 3M | +25.1% | +11.9% | +13.2% | +22.2% |
| 6M | -2.9% | +7.5% | -10.4% | -4.8% |
| YTD | +14.7% | +18.7% | -4.0% | +17.9% |
| 1Y | +47.4% | +21.4% | +26.0% | +54.2% |
| All | +47.4% | +23.2% | +24.2% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling