-19.4%
GFS vs CCEP
+85.5%
-104.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.0% |
| 7D | +1.0% | -3.1% | +4.1% | +1.4% |
| 30D | -8.6% | -2.6% | -6.0% | -8.3% |
| 3M | -46.5% | +14.9% | -61.5% | -48.5% |
| 6M | -4.8% | +2.3% | -7.1% | -5.5% |
| YTD | +29.7% | +17.8% | +11.8% | +23.8% |
| 1Y | +35.8% | +24.2% | +11.6% | +27.0% |
| All | -19.4% | +85.5% | -104.9% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling