+36.8%
CCEP vs VICR
+76.0%
-39.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.1% | +15.0% | +3.4% |
| 7D | +4.2% | -26.6% | +30.8% | +3.2% |
| 30D | +14.2% | -47.9% | +62.1% | +12.4% |
| 3M | +9.1% | -29.8% | +38.9% | +8.3% |
| 6M | +26.9% | -36.6% | +63.5% | +24.4% |
| YTD | +29.1% | +45.1% | -16.1% | +29.0% |
| 1Y | +36.8% | +80.0% | -43.3% | +36.7% |
| All | +36.8% | +76.0% | -39.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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