+2,706.6%
CCEP vs VSAT
+1,465.7%
+1,241.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +16.3% | -15.1% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +12.7% | +3.3% | +9.4% | +11.9% |
| 3M | +8.5% | -7.5% | +16.0% | +8.3% |
| 6M | +25.6% | +6.2% | +19.3% | +22.8% |
| YTD | +30.9% | +115.8% | -84.9% | +20.1% |
| 1Y | +32.0% | +107.7% | -75.7% | +21.0% |
| 3Y | +110.9% | +292.0% | -181.1% | +71.3% |
| 5Y | +138.5% | +35.3% | +103.2% | +106.7% |
| 10Y | +302.3% | -5.2% | +307.5% | +248.1% |
| All | +2,706.6% | +1,465.7% | +1,241.0% | +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