+186.8%
GS vs CCEP
+111.8%
+75.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -6.5% |
| 7D | -6.3% | +5.7% | -12.1% | -7.1% |
| 30D | -3.1% | +15.3% | -18.5% | -5.2% |
| 3M | -17.7% | +8.0% | -25.7% | -18.6% |
| 6M | -4.6% | +26.7% | -31.3% | -8.5% |
| YTD | +0.3% | +30.7% | -30.4% | -4.8% |
| 1Y | +11.7% | +36.5% | -24.8% | +4.7% |
| All | +186.8% | +111.8% | +75.0% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling