+1,421.9%
CCEP vs VO
+827.2%
+594.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -2.6% | -0.3% | -2.3% | -2.4% |
| 3M | +14.9% | +2.9% | +12.0% | +12.3% |
| 6M | +2.3% | +9.3% | -7.1% | -4.3% |
| YTD | +17.8% | +14.2% | +3.7% | +6.7% |
| 1Y | +24.2% | +15.3% | +9.0% | +11.5% |
| 3Y | +84.7% | +56.2% | +28.5% | +30.6% |
| 5Y | +103.2% | +42.4% | +60.8% | +52.4% |
| 10Y | +257.4% | +194.7% | +62.6% | +56.3% |
| All | +1,421.9% | +827.2% | +594.7% | +213.6% |
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