-10.3%
GFS vs CCEP
+163.2%
-173.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | +7.4% | +2.1% | +5.3% | +6.6% |
| 30D | -15.3% | +10.6% | -25.8% | -18.9% |
| 3M | -21.1% | +10.3% | -31.4% | -24.6% |
| 6M | -44.5% | +31.1% | -75.6% | -51.6% |
| YTD | +19.2% | +32.1% | -12.9% | +2.9% |
| 1Y | +27.2% | +32.8% | -5.6% | +9.4% |
| 3Y | -20.1% | +111.3% | -131.5% | -50.3% |
| 5Y | -25.6% | +147.5% | -173.1% | -59.1% |
| All | -10.3% | +163.2% | -173.5% | -51.4% |
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