+12.1%
GS vs CCEP
+36.6%
-24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.2% | +2.6% | -5.8% | -3.2% |
| 30D | -2.4% | +15.1% | -17.6% | -1.9% |
| 3M | -15.7% | +7.3% | -23.0% | -15.5% |
| 6M | -6.8% | +23.4% | -30.2% | -5.9% |
| YTD | -0.1% | +29.4% | -29.5% | +3.8% |
| 1Y | +12.1% | +34.2% | -22.1% | +16.1% |
| All | +12.1% | +36.6% | -24.5% | +16.1% |
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 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