+46.6%
GPN vs CCEP
+342.6%
-296.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | -5.6% | +2.1% | -7.7% | -6.6% |
| 30D | +13.6% | +10.6% | +3.0% | +7.8% |
| 3M | -2.8% | +10.3% | -13.1% | -7.8% |
| 6M | +38.1% | +31.1% | +7.0% | +19.6% |
| YTD | +19.9% | +32.1% | -12.2% | +2.6% |
| 1Y | +23.4% | +32.8% | -9.4% | +5.2% |
| 3Y | -12.6% | +111.3% | -124.0% | -43.8% |
| 5Y | -26.6% | +147.5% | -174.1% | -57.6% |
| All | +46.6% | +342.6% | -296.0% | -36.0% |
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