+89.1%
CCEP vs VSXY
+335.0%
-245.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | +0.7% |
| 7D | -1.0% | -6.8% | +5.8% | -0.9% |
| 30D | -1.6% | -20.4% | +18.8% | -1.2% |
| 3M | +11.9% | +2.9% | +9.0% | +11.7% |
| 6M | +7.5% | +67.9% | -60.5% | +6.3% |
| YTD | +18.7% | +44.9% | -26.1% | +17.6% |
| 1Y | +21.4% | +205.9% | -184.5% | +20.2% |
| 3Y | +89.1% | +373.9% | -284.7% | +84.8% |
| All | +89.1% | +335.0% | -245.9% | +84.8% |
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