+15.5%
GEHC vs CCEP
+114.5%
-99.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | 0.0% |
| 7D | -4.0% | -3.1% | -0.9% | -2.8% |
| 30D | -2.0% | -2.6% | +0.6% | -1.0% |
| 3M | +8.0% | +14.9% | -7.0% | +1.6% |
| 6M | -12.8% | +2.3% | -15.0% | -14.1% |
| YTD | -15.9% | +17.8% | -33.8% | -21.2% |
| 1Y | -6.9% | +24.2% | -31.1% | -14.6% |
| 3Y | 0.0% | +84.7% | -84.8% | -18.9% |
| All | +15.5% | +114.5% | -99.1% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling