+1,855.5%
CCEP vs VIG
+655.8%
+1,199.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +12.2% | +4.9% | +7.3% | +7.1% |
| 3M | +10.7% | +2.9% | +7.7% | +7.6% |
| 6M | +27.5% | +11.2% | +16.2% | +15.1% |
| YTD | +31.3% | +16.0% | +15.4% | +13.9% |
| 1Y | +29.9% | +17.0% | +13.0% | +11.7% |
| 3Y | +111.1% | +66.9% | +44.2% | +27.3% |
| 5Y | +142.3% | +65.8% | +76.5% | +46.8% |
| 10Y | +335.5% | +263.6% | +71.9% | +23.3% |
| All | +1,855.5% | +655.8% | +1,199.6% | +162.9% |
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