+211.8%
GDXJ vs CCEP
+236.5%
-24.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -6.2% | -5.7% | -0.5% | -5.2% |
| 30D | +4.6% | -3.4% | +8.0% | +5.2% |
| 3M | +31.3% | +5.5% | +25.8% | +29.8% |
| 6M | -10.7% | +2.2% | -12.9% | -11.2% |
| YTD | +9.1% | +14.6% | -5.6% | +6.3% |
| 1Y | +44.1% | +18.9% | +25.2% | +39.3% |
| 3Y | +285.4% | +82.6% | +202.8% | +247.4% |
| 5Y | +228.4% | +107.0% | +121.4% | +188.0% |
| All | +211.8% | +236.5% | -24.7% | +177.2% |
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 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