-72.7%
GRAB vs CCEP
+175.3%
-248.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.2% |
| 7D | -6.1% | -1.0% | -5.1% | -5.8% |
| 30D | -11.2% | -1.6% | -9.6% | -10.8% |
| 3M | -2.4% | +11.9% | -14.3% | -6.4% |
| 6M | -18.3% | +7.5% | -25.8% | -20.7% |
| YTD | -34.9% | +18.7% | -53.6% | -39.1% |
| 1Y | -37.4% | +21.4% | -58.8% | -42.3% |
| 3Y | -12.6% | +89.1% | -101.7% | -33.1% |
| 5Y | -69.7% | +108.7% | -178.5% | -77.7% |
| All | -72.7% | +175.3% | -248.0% | -82.6% |
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