+296.1%
GDXJ vs CCEP
+89.4%
+206.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +4.3% | -1.0% | +5.3% | +4.7% |
| 30D | +8.4% | -1.6% | +10.0% | +9.0% |
| 3M | +25.5% | +11.9% | +13.7% | +20.1% |
| 6M | -6.3% | +7.5% | -13.8% | -9.0% |
| YTD | +12.1% | +18.7% | -6.6% | +5.4% |
| 1Y | +51.1% | +21.4% | +29.6% | +40.1% |
| 3Y | +296.1% | +89.1% | +207.0% | +209.6% |
| All | +296.1% | +89.4% | +206.6% | +209.6% |
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