-50.7%
GFS vs CCEP
+28.5%
-79.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.1% | -8.8% |
| 7D | -20.7% | +5.7% | -26.4% | -16.6% |
| 30D | -25.2% | +15.3% | -40.5% | -16.4% |
| 3M | -26.3% | +8.0% | -34.3% | -21.3% |
| 6M | -50.7% | +26.7% | -77.4% | -40.3% |
| All | -50.7% | +28.5% | -79.2% | -40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling