-34.6%
GIS vs CCEP
+89.4%
-124.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -8.3% | -1.0% | -7.3% | -8.0% |
| 30D | +2.2% | -1.6% | +3.8% | +2.7% |
| 3M | +15.7% | +11.9% | +3.8% | +11.7% |
| 6M | -12.0% | +7.5% | -19.4% | -14.1% |
| YTD | -15.0% | +18.7% | -33.7% | -20.1% |
| 1Y | -20.1% | +21.4% | -41.5% | -25.5% |
| 3Y | -34.6% | +89.1% | -123.7% | -46.5% |
| All | -34.6% | +89.4% | -124.1% | -46.5% |
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 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