+109.0%
CCEP vs VSXY
+19.3%
+89.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.3% |
| 7D | -3.7% | -10.7% | +7.0% | -3.0% |
| 30D | -2.1% | -24.3% | +22.2% | -0.4% |
| 3M | +7.2% | +1.0% | +6.2% | +6.8% |
| 6M | +3.3% | +57.4% | -54.1% | -1.0% |
| YTD | +15.7% | +39.8% | -24.1% | +11.5% |
| 1Y | +16.6% | +196.5% | -179.9% | +6.1% |
| 3Y | +84.3% | +357.2% | -273.0% | +49.2% |
| 5Y | +109.0% | +18.9% | +90.1% | +110.7% |
| All | +109.0% | +19.3% | +89.7% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling