+172.1%
GM vs CCEP
+82.6%
+89.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | -1.1% | -5.7% | +4.7% | +0.8% |
| 30D | -3.4% | -3.4% | 0.0% | -2.4% |
| 3M | +8.7% | +5.5% | +3.2% | +6.7% |
| 6M | +15.4% | +2.2% | +13.2% | +14.1% |
| YTD | +6.6% | +14.6% | -8.0% | +1.6% |
| 1Y | +51.5% | +18.9% | +32.6% | +42.9% |
| All | +172.1% | +82.6% | +89.5% | +115.3% |
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