+238.1%
CCEP vs VIG
+241.3%
-3.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.1% |
| 7D | -3.7% | -1.2% | -2.5% | -2.7% |
| 30D | -2.1% | -2.8% | +0.7% | +0.4% |
| 3M | +7.2% | +2.5% | +4.7% | +4.9% |
| 6M | +3.3% | +8.1% | -4.8% | -3.6% |
| YTD | +15.7% | +9.6% | +6.1% | +6.6% |
| 1Y | +16.6% | +14.2% | +2.4% | +3.4% |
| 3Y | +84.3% | +56.1% | +28.2% | +21.0% |
| 5Y | +109.0% | +62.8% | +46.2% | +31.6% |
| 10Y | +238.1% | +248.2% | -10.1% | +18.3% |
| All | +238.1% | +241.3% | -3.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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