+232.7%
GLW vs CCEP
+147.2%
+85.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | +2.1% | +5.6% | +7.3% |
| 30D | -18.8% | +10.6% | -29.4% | -21.0% |
| 3M | -27.7% | +10.3% | -38.1% | -29.9% |
| 6M | -44.4% | +31.1% | -75.5% | -50.0% |
| YTD | +31.3% | +32.1% | -0.8% | +18.3% |
| 1Y | +40.0% | +32.8% | +7.2% | +25.7% |
| 3Y | +339.2% | +111.3% | +227.9% | +209.3% |
| All | +232.7% | +147.2% | +85.6% | +110.6% |
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