+238.1%
CCEP vs VCLT
+16.9%
+221.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | +7.2% | -2.9% | +10.1% | +8.5% |
| 6M | +3.3% | -4.0% | +7.2% | +5.1% |
| YTD | +15.7% | -2.2% | +17.9% | +16.8% |
| 1Y | +16.6% | -2.6% | +19.1% | +17.9% |
| 3Y | +84.3% | +12.3% | +72.0% | +74.5% |
| 5Y | +109.0% | -16.4% | +125.4% | +123.5% |
| 10Y | +238.1% | +18.1% | +220.1% | +223.6% |
| All | +238.1% | +16.9% | +221.2% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling