+53.1%
CCEP vs VIK
+225.1%
-172.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -4.0% | -18.4% | +14.4% | -2.4% |
| 3M | +5.2% | -8.8% | +14.0% | +5.9% |
| 6M | +2.7% | +17.1% | -14.4% | +0.9% |
| YTD | +14.5% | +19.0% | -4.5% | +12.3% |
| 1Y | +17.2% | +30.1% | -13.0% | +14.1% |
| All | +53.1% | +225.1% | -172.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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