-23.6%
GIS vs CCEP
+16.3%
-39.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -8.4% | -5.7% | -2.7% | -6.1% |
| 30D | -5.2% | -3.4% | -1.8% | -3.8% |
| 3M | +8.2% | +5.5% | +2.7% | +6.3% |
| 6M | -12.0% | +2.2% | -14.2% | -12.7% |
| YTD | -18.9% | +14.6% | -33.5% | -24.5% |
| 1Y | -23.6% | +18.9% | -42.5% | -30.1% |
| All | -23.6% | +16.3% | -39.9% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling