+3,093.2%
GLW vs CCEP
+7,553.0%
-4,459.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -13.9% | +2.6% | -16.5% | -14.7% |
| 30D | -35.0% | +15.1% | -50.1% | -37.9% |
| 3M | -32.4% | +7.3% | -39.6% | -34.2% |
| 6M | -41.3% | +23.4% | -64.8% | -45.7% |
| YTD | +21.8% | +29.4% | -7.6% | +11.3% |
| 1Y | +21.8% | +34.2% | -12.4% | +10.0% |
| 3Y | +307.7% | +108.4% | +199.3% | +220.4% |
| 5Y | +213.7% | +147.3% | +66.5% | +133.0% |
| 10Y | +509.3% | +301.3% | +207.9% | +289.3% |
| All | +3,093.2% | +7,553.0% | -4,459.8% | +760.9% |
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