+263.6%
GDX vs CCEP
+86.4%
+177.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.1% |
| 7D | -0.4% | -3.1% | +2.7% | +0.7% |
| 30D | +18.6% | -2.6% | +21.2% | +19.6% |
| 3M | +14.9% | +14.9% | 0.0% | +8.7% |
| 6M | -6.3% | +2.3% | -8.5% | -7.4% |
| YTD | +15.7% | +17.8% | -2.1% | +9.2% |
| 1Y | +54.8% | +24.2% | +30.6% | +42.4% |
| All | +263.6% | +86.4% | +177.2% | +191.4% |
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