+2,426.4%
CCEP vs VSAT
+1,485.7%
+940.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.0% | -8.1% | -3.5% |
| 7D | -3.1% | +11.8% | -14.9% | -3.9% |
| 30D | -2.6% | -7.0% | +4.4% | -2.2% |
| 3M | +14.9% | +3.3% | +11.7% | +13.5% |
| 6M | +2.3% | +57.4% | -55.2% | -2.7% |
| YTD | +17.8% | +118.6% | -100.7% | +8.6% |
| 1Y | +24.2% | +150.2% | -126.0% | +12.5% |
| 3Y | +84.7% | +160.7% | -76.0% | +56.2% |
| 5Y | +103.2% | +51.2% | +52.0% | +74.9% |
| 10Y | +257.4% | -0.7% | +258.0% | +209.6% |
| All | +2,426.4% | +1,485.7% | +940.7% | +1,644.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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