+1,571.1%
CCEP vs VO
+797.8%
+773.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +2.6% | -2.6% | +5.1% | +4.4% |
| 30D | +15.1% | -0.9% | +16.1% | +15.8% |
| 3M | +7.3% | -3.0% | +10.3% | +9.4% |
| 6M | +23.4% | +2.2% | +21.2% | +21.0% |
| YTD | +29.4% | +10.6% | +18.8% | +19.7% |
| 1Y | +34.2% | +12.5% | +21.7% | +22.5% |
| 3Y | +108.4% | +61.4% | +47.0% | +43.5% |
| 5Y | +147.3% | +33.4% | +113.8% | +94.1% |
| 10Y | +301.3% | +201.5% | +99.8% | +72.3% |
| All | +1,571.1% | +797.8% | +773.4% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling