-17.3%
GIS vs CCEP
+342.1%
-359.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.6% | +1.8% | -6.3% | -4.9% |
| 30D | +6.6% | +12.2% | -5.6% | +4.2% |
| 3M | -8.1% | +10.7% | -18.8% | -9.9% |
| 6M | +4.9% | +27.5% | -22.6% | +0.2% |
| YTD | -21.4% | +31.3% | -52.7% | -25.5% |
| 1Y | -21.6% | +29.9% | -51.5% | -25.6% |
| 3Y | -39.3% | +111.1% | -150.4% | -47.0% |
| 5Y | -33.2% | +142.3% | -175.5% | -43.4% |
| 10Y | -17.3% | +335.5% | -352.8% | -38.9% |
| All | -17.3% | +342.1% | -359.4% | -38.9% |
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