+111.3%
CCEP vs VSXY
+455.0%
-343.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.1% |
| 30D | +10.6% | +20.1% | -9.5% | +10.2% |
| 3M | +10.3% | +16.6% | -6.3% | +10.0% |
| 6M | +31.1% | +134.9% | -103.9% | +28.8% |
| YTD | +32.1% | +96.0% | -63.9% | +30.1% |
| 1Y | +32.8% | +203.8% | -170.9% | +30.9% |
| 3Y | +111.3% | +465.3% | -354.0% | +109.8% |
| All | +111.3% | +455.0% | -343.7% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling