+2,674.1%
CCEP vs VSAT
+1,246.3%
+1,427.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.7% | -1.5% |
| 7D | +2.6% | -17.0% | +19.5% | +3.8% |
| 30D | +15.1% | -9.8% | +24.9% | +15.5% |
| 3M | +7.3% | -22.0% | +29.3% | +8.5% |
| 6M | +23.4% | -5.0% | +28.4% | +21.7% |
| YTD | +29.4% | +85.6% | -56.2% | +20.1% |
| 1Y | +34.2% | +80.2% | -46.0% | +24.5% |
| 3Y | +108.4% | +250.0% | -141.7% | +70.5% |
| 5Y | +147.3% | -4.6% | +151.8% | +120.7% |
| 10Y | +301.3% | -7.2% | +308.6% | +247.5% |
| All | +2,674.1% | +1,246.3% | +1,427.8% | +1,828.8% |
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