+699.7%
GLD vs CCEP
+1,697.9%
-998.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +11.0% | -18.0% | -7.3% |
| 3M | -12.4% | +9.2% | -21.6% | -12.6% |
| 6M | -18.0% | +27.2% | -45.2% | -18.7% |
| YTD | -10.5% | +30.3% | -40.7% | -11.2% |
| 1Y | -8.1% | +28.7% | -36.7% | -8.8% |
| 3Y | +97.7% | +109.4% | -11.7% | +93.3% |
| 5Y | +103.4% | +144.1% | -40.6% | +97.9% |
| 10Y | +203.1% | +332.0% | -128.9% | +188.6% |
| All | +699.7% | +1,697.9% | -998.2% | +580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling