-36.4%
GLXY vs CCEP
+39.0%
-75.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.1% | +6.7% |
| 7D | -0.5% | +1.7% | -2.2% | +0.8% |
| 30D | -28.6% | +12.7% | -41.3% | -26.5% |
| 3M | -28.1% | +8.5% | -36.6% | -26.0% |
| 6M | -52.0% | +25.6% | -77.6% | -50.8% |
| YTD | -35.1% | +30.9% | -66.0% | -32.7% |
| 1Y | -54.0% | +32.0% | -86.0% | -52.3% |
| All | -36.4% | +39.0% | -75.3% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling