+359.0%
GLW vs CCEP
+110.9%
+248.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +15.5% | -0.3% | +15.8% | +15.5% |
| 30D | -19.6% | +11.0% | -30.5% | -18.9% |
| 3M | -28.5% | +9.2% | -37.7% | -27.8% |
| 6M | -39.5% | +27.2% | -66.7% | -40.7% |
| YTD | +37.2% | +30.3% | +6.9% | +35.4% |
| 1Y | +35.4% | +28.7% | +6.8% | +33.9% |
| All | +359.0% | +110.9% | +248.1% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling