+109.7%
GLD vs CCEP
+140.5%
-30.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.0% | +1.8% | -3.7% | -2.1% |
| 30D | -4.4% | +12.2% | -16.6% | -5.1% |
| 3M | -8.9% | +10.7% | -19.6% | -9.5% |
| 6M | -16.0% | +27.5% | -43.5% | -17.4% |
| YTD | -7.9% | +31.3% | -39.2% | -9.4% |
| 1Y | -3.9% | +29.9% | -33.8% | -5.4% |
| 3Y | +103.4% | +111.1% | -7.7% | +96.4% |
| 5Y | +109.7% | +142.3% | -32.6% | +101.6% |
| All | +109.7% | +140.5% | -30.8% | +101.6% |
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