+2,064.0%
GS vs CCEP
+935.4%
+1,128.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.3% |
| 7D | +0.9% | -3.1% | +4.0% | +2.2% |
| 30D | -1.6% | -2.6% | +1.0% | -0.6% |
| 3M | -4.5% | +14.9% | -19.4% | -10.1% |
| 6M | +20.9% | +2.3% | +18.6% | +19.0% |
| YTD | +19.9% | +17.8% | +2.0% | +11.0% |
| 1Y | +41.4% | +24.2% | +17.2% | +27.8% |
| 3Y | +239.2% | +84.7% | +154.4% | +158.2% |
| 5Y | +185.0% | +103.2% | +81.8% | +105.8% |
| 10Y | +655.0% | +257.4% | +397.6% | +321.3% |
| All | +2,064.0% | +935.4% | +1,128.6% | +484.0% |
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 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