+206.1%
GLD vs CCEP
+342.6%
-136.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.6% |
| 30D | -5.5% | +10.6% | -16.0% | -5.8% |
| 3M | -10.9% | +10.3% | -21.2% | -11.2% |
| 6M | -17.4% | +31.1% | -48.5% | -18.2% |
| YTD | -10.3% | +32.1% | -42.4% | -11.1% |
| 1Y | -7.2% | +32.8% | -40.0% | -8.0% |
| 3Y | +96.9% | +111.3% | -14.4% | +93.4% |
| 5Y | +103.8% | +147.5% | -43.8% | +99.6% |
| All | +206.1% | +342.6% | -136.4% | +194.9% |
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