-12.3%
GFS vs CCEP
+160.8%
-173.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.9% |
| 30D | -16.0% | +12.7% | -28.7% | -20.2% |
| 3M | -24.7% | +8.5% | -33.2% | -27.6% |
| 6M | -45.1% | +25.6% | -70.7% | -51.2% |
| YTD | +16.5% | +30.9% | -14.5% | +0.8% |
| 1Y | +19.3% | +32.0% | -12.6% | +2.8% |
| 3Y | -20.0% | +110.9% | -130.9% | -50.3% |
| 5Y | -32.0% | +138.5% | -170.5% | -62.2% |
| All | -12.3% | +160.8% | -173.1% | -52.4% |
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