-23.2%
GRAB vs CCEP
+5.3%
-28.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.7% |
| 7D | -13.9% | -3.7% | -10.2% | -13.0% |
| 30D | -17.2% | -2.1% | -15.1% | -16.7% |
| 3M | -7.9% | +7.2% | -15.1% | -10.2% |
| 6M | -23.2% | +3.3% | -26.5% | -22.9% |
| All | -23.2% | +5.3% | -28.6% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling