+246.5%
GM vs CCEP
+791.6%
-545.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.5% |
| 7D | +1.9% | -3.1% | +5.0% | +3.6% |
| 30D | -1.4% | -2.6% | +1.2% | -0.1% |
| 3M | +5.9% | +14.9% | -9.0% | -2.1% |
| 6M | +12.4% | +2.3% | +10.1% | +10.4% |
| YTD | +8.6% | +17.8% | -9.2% | -1.4% |
| 1Y | +52.6% | +24.2% | +28.4% | +34.5% |
| 3Y | +169.7% | +84.7% | +84.9% | +86.5% |
| 5Y | +87.5% | +103.2% | -15.6% | +21.1% |
| 10Y | +233.0% | +257.4% | -24.4% | +52.2% |
| All | +246.5% | +791.6% | -545.1% | -13.2% |
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