-72.0%
GRAB vs CCEP
+105.7%
-177.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -12.0% | -5.7% | -6.2% | -10.2% |
| 30D | -19.5% | -3.4% | -16.1% | -18.6% |
| 3M | -8.0% | +5.5% | -13.5% | -9.9% |
| 6M | -22.2% | +2.2% | -24.4% | -23.1% |
| YTD | -39.7% | +14.6% | -54.3% | -42.9% |
| 1Y | -43.2% | +18.9% | -62.1% | -47.3% |
| 3Y | -19.1% | +82.6% | -101.7% | -37.7% |
| 5Y | -72.0% | +107.0% | -179.0% | -78.2% |
| All | -72.0% | +105.7% | -177.7% | -78.2% |
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 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