+816.6%
GLD vs CCEP
+1,526.1%
-709.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -0.5% | -3.1% | +2.5% | -0.4% |
| 30D | +4.4% | -2.6% | +7.0% | +4.5% |
| 3M | -1.1% | +14.9% | -16.0% | -1.6% |
| 6M | -13.8% | +2.3% | -16.0% | -13.9% |
| YTD | +2.6% | +17.8% | -15.2% | +2.1% |
| 1Y | +24.5% | +24.2% | +0.3% | +23.6% |
| 3Y | +125.8% | +84.7% | +41.1% | +121.7% |
| 5Y | +137.8% | +103.2% | +34.6% | +132.5% |
| 10Y | +221.4% | +257.4% | -36.0% | +207.9% |
| All | +816.6% | +1,526.1% | -709.6% | +682.2% |
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