-28.2%
GPN vs CCEP
+84.3%
-112.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.9% |
| 7D | -6.2% | -3.7% | -2.6% | -5.2% |
| 30D | +1.0% | -2.1% | +3.1% | +1.6% |
| 3M | +36.9% | +7.2% | +29.7% | +34.5% |
| 6M | +16.8% | +3.3% | +13.5% | +15.8% |
| YTD | +13.2% | +15.7% | -2.5% | +8.2% |
| 1Y | +1.4% | +16.6% | -15.1% | -3.3% |
| All | -28.2% | +84.3% | -112.5% | -45.1% |
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