+15.5%
GLXY vs CCEP
+25.1%
-9.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.9% |
| 7D | +13.4% | -3.1% | +16.5% | +13.1% |
| 30D | +38.1% | -2.6% | +40.7% | +37.9% |
| 3M | -7.3% | +14.9% | -22.3% | -8.1% |
| 6M | +8.2% | +2.3% | +5.9% | +7.6% |
| YTD | +17.8% | +17.8% | -0.1% | +18.7% |
| 1Y | +14.9% | +24.2% | -9.3% | +14.4% |
| All | +15.5% | +25.1% | -9.6% | +30.6% |
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 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