+37.3%
GEHC vs CCEP
+137.2%
-99.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | +19.0% | +11.0% | +8.1% | +14.0% |
| 3M | +13.3% | +9.2% | +4.1% | +9.1% |
| 6M | +31.5% | +27.2% | +4.3% | +18.6% |
| YTD | 0.0% | +30.3% | -30.3% | -10.2% |
| 1Y | +9.4% | +28.7% | -19.3% | -1.3% |
| 3Y | +18.3% | +109.4% | -91.1% | -8.1% |
| All | +37.3% | +137.2% | -99.9% | +0.8% |
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