+118.6%
GLD vs CCEP
+148.1%
-29.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.7% | +2.6% | +2.1% | +4.5% |
| 30D | -0.9% | +15.1% | -16.0% | -1.8% |
| 3M | -4.4% | +7.3% | -11.7% | -4.8% |
| 6M | -13.6% | +23.4% | -37.0% | -14.8% |
| YTD | -6.0% | +29.4% | -35.4% | -7.5% |
| 1Y | +1.8% | +34.2% | -32.5% | -0.1% |
| 3Y | +103.2% | +108.4% | -5.2% | +96.3% |
| All | +118.6% | +148.1% | -29.6% | +110.3% |
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