+109.0%
CCEP vs VICR
+46.6%
+62.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.4% |
| 7D | -3.7% | +1.3% | -4.9% | -3.7% |
| 30D | -2.1% | -11.9% | +9.9% | -1.8% |
| 3M | +7.2% | -35.1% | +42.3% | +8.2% |
| 6M | +3.3% | +8.1% | -4.9% | +1.0% |
| YTD | +15.7% | +67.8% | -52.1% | +10.5% |
| 1Y | +16.6% | +267.3% | -250.7% | +6.3% |
| 3Y | +84.3% | +191.2% | -106.9% | +66.1% |
| 5Y | +109.0% | +48.1% | +60.9% | +87.9% |
| All | +109.0% | +46.6% | +62.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling