+111.3%
CCEP vs VICR
+336.6%
-225.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.4% |
| 7D | +2.1% | +8.3% | -6.2% | +2.2% |
| 30D | +10.6% | -35.2% | +45.8% | +10.4% |
| 3M | +10.3% | -29.8% | +40.1% | +10.1% |
| 6M | +31.1% | -48.6% | +79.7% | +30.9% |
| YTD | +32.1% | +45.1% | -13.0% | +28.9% |
| 1Y | +32.8% | +79.6% | -46.7% | +29.0% |
| 3Y | +111.3% | +335.4% | -224.1% | +93.8% |
| All | +111.3% | +336.6% | -225.3% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling