+12.0%
GEHC vs CCEP
+116.1%
-104.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -7.0% | -1.6% | -5.4% | -6.4% |
| 3M | +3.3% | +11.9% | -8.6% | -1.6% |
| 6M | -10.0% | +7.5% | -17.4% | -13.0% |
| YTD | -18.5% | +18.7% | -37.2% | -23.8% |
| 1Y | -14.4% | +21.4% | -35.8% | -20.8% |
| 3Y | +3.4% | +89.1% | -85.7% | -16.5% |
| All | +12.0% | +116.1% | -104.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling