+230.4%
CCEP vs VICR
+1,501.2%
-1,270.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | -3.4% | -15.6% | +12.2% | -2.6% |
| 3M | +5.5% | -35.4% | +40.9% | +7.4% |
| 6M | +2.2% | +1.3% | +0.9% | -0.5% |
| YTD | +14.6% | +62.5% | -47.8% | +7.1% |
| 1Y | +18.9% | +255.5% | -236.5% | +3.6% |
| 3Y | +82.6% | +182.0% | -99.4% | +56.3% |
| 5Y | +107.0% | +42.9% | +64.1% | +80.7% |
| All | +230.4% | +1,501.2% | -1,270.7% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling