-12.1%
GFS vs CCEP
+160.9%
-173.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.3% | +5.4% | -10.7% | -7.2% |
| 30D | -15.8% | +12.8% | -28.6% | -20.0% |
| 3M | -18.6% | +10.9% | -29.5% | -22.5% |
| 6M | -45.0% | +25.6% | -70.6% | -51.1% |
| YTD | +16.8% | +31.0% | -14.2% | +1.1% |
| 1Y | +17.8% | +32.3% | -14.5% | +1.4% |
| 3Y | -21.5% | +110.5% | -132.1% | -51.2% |
| 5Y | -29.3% | +141.8% | -171.2% | -60.8% |
| All | -12.1% | +160.9% | -173.0% | -52.3% |
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