-16.4%
GFS vs CCEP
+157.8%
-174.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | -7.8% | +2.6% | -10.4% | -8.9% |
| 30D | -19.7% | +15.1% | -34.8% | -24.4% |
| 3M | -23.1% | +7.3% | -30.4% | -25.8% |
| 6M | -46.4% | +23.4% | -69.8% | -52.0% |
| YTD | +11.0% | +29.4% | -18.4% | -3.5% |
| 1Y | +12.6% | +34.2% | -21.6% | -4.1% |
| 3Y | -24.9% | +108.4% | -133.3% | -53.2% |
| 5Y | -39.1% | +147.3% | -186.3% | -66.4% |
| All | -16.4% | +157.8% | -174.2% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling