+1,654.5%
CCEP vs VIG
+623.5%
+1,031.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -3.1% | -0.4% | -2.6% | -2.7% |
| 30D | -2.6% | -1.0% | -1.6% | -1.7% |
| 3M | +14.9% | +2.8% | +12.2% | +11.9% |
| 6M | +2.3% | +8.2% | -5.9% | -5.0% |
| YTD | +17.8% | +11.0% | +6.8% | +6.6% |
| 1Y | +24.2% | +16.1% | +8.1% | +7.5% |
| 3Y | +84.7% | +56.2% | +28.6% | +18.7% |
| 5Y | +103.2% | +63.0% | +40.2% | +25.1% |
| 10Y | +257.4% | +241.4% | +15.9% | +7.5% |
| All | +1,654.5% | +623.5% | +1,031.0% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling