+632.4%
GEV vs CCEP
+52.4%
+580.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -2.8% | +4.5% | +1.7% |
| 30D | -7.9% | -4.0% | -3.9% | -7.8% |
| 3M | +5.6% | +5.2% | +0.4% | +4.8% |
| 6M | +13.1% | +2.7% | +10.4% | +12.2% |
| YTD | +46.7% | +14.5% | +32.2% | +45.3% |
| 1Y | +51.3% | +17.2% | +34.1% | +49.3% |
| All | +632.4% | +52.4% | +580.0% | +595.2% |
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