-22.9%
GIS vs CCEP
+105.2%
-128.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -8.6% | -3.7% | -4.9% | -7.7% |
| 30D | -0.5% | -2.1% | +1.6% | +0.1% |
| 3M | +11.9% | +7.2% | +4.7% | +10.0% |
| 6M | -11.6% | +3.3% | -14.9% | -12.4% |
| YTD | -16.3% | +15.7% | -32.0% | -19.6% |
| 1Y | -21.8% | +16.6% | -38.3% | -25.0% |
| 3Y | -35.7% | +84.3% | -119.9% | -44.5% |
| 5Y | -22.9% | +109.0% | -131.9% | -36.6% |
| All | -22.9% | +105.2% | -128.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling