+16.4%
GS vs CCEP
+32.6%
-16.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +1.6% | +5.4% | -3.8% | +1.7% |
| 30D | +1.7% | +12.8% | -11.1% | +2.1% |
| 3M | -11.6% | +10.9% | -22.5% | -11.2% |
| 6M | -1.9% | +25.6% | -27.5% | -1.1% |
| YTD | +5.1% | +31.0% | -25.9% | +9.3% |
| 1Y | +16.4% | +32.3% | -15.8% | +21.4% |
| All | +16.4% | +32.6% | -16.1% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling