+241.0%
CCEP vs VO
+192.5%
+48.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.4% |
| 30D | -1.6% | -1.1% | -0.5% | -0.9% |
| 3M | +11.9% | +4.5% | +7.3% | +8.3% |
| 6M | +7.5% | +11.1% | -3.6% | -0.5% |
| YTD | +18.7% | +13.5% | +5.2% | +8.0% |
| 1Y | +21.4% | +14.5% | +6.9% | +9.6% |
| 3Y | +89.1% | +58.1% | +31.0% | +31.8% |
| 5Y | +108.7% | +43.3% | +65.4% | +55.5% |
| 10Y | +241.0% | +193.2% | +47.8% | +57.5% |
| All | +241.0% | +192.5% | +48.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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