-2.4%
GLD vs CCEP
+32.6%
-35.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +2.8% | +5.4% | -2.6% | +2.3% |
| 30D | -4.0% | +12.8% | -16.7% | -5.0% |
| 3M | -8.2% | +10.9% | -19.1% | -9.1% |
| 6M | -14.8% | +25.6% | -40.5% | -17.1% |
| YTD | -6.8% | +31.0% | -37.8% | -6.4% |
| 1Y | -2.4% | +32.3% | -34.6% | -2.1% |
| All | -2.4% | +32.6% | -35.0% | -2.1% |
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