+151.5%
GE vs CCEP
+244.1%
-92.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.2% | -1.0% | +2.1% | +1.6% |
| 30D | -9.5% | -1.6% | -7.9% | -8.9% |
| 3M | +4.1% | +11.9% | -7.7% | -1.7% |
| 6M | +3.9% | +7.5% | -3.5% | -0.1% |
| YTD | +9.0% | +18.7% | -9.7% | -0.2% |
| 1Y | +21.9% | +21.4% | +0.5% | +9.9% |
| 3Y | +281.8% | +89.1% | +192.7% | +171.4% |
| 5Y | +436.7% | +108.7% | +328.0% | +256.1% |
| 10Y | +151.5% | +241.0% | -89.4% | +41.9% |
| All | +151.5% | +244.1% | -92.5% | +41.9% |
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