+84.9%
GM vs CCEP
+110.6%
-25.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | -1.8% | -1.6% | -0.2% | -1.2% |
| 3M | +2.6% | +11.9% | -9.2% | -3.4% |
| 6M | +14.6% | +7.5% | +7.1% | +9.8% |
| YTD | +6.2% | +18.7% | -12.5% | -3.7% |
| 1Y | +48.7% | +21.4% | +27.3% | +33.2% |
| 3Y | +168.3% | +89.1% | +79.2% | +78.5% |
| All | +84.9% | +110.6% | -25.8% | +10.3% |
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 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