+106.5%
CCEP vs VSXY
+37.4%
+69.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.3% |
| 7D | -3.1% | -14.0% | +10.9% | -2.2% |
| 30D | -2.6% | -15.9% | +13.3% | -1.7% |
| 3M | +14.9% | +3.4% | +11.5% | +14.4% |
| 6M | +2.3% | +25.9% | -23.7% | -0.4% |
| YTD | +17.8% | +39.5% | -21.6% | +13.9% |
| 1Y | +24.2% | +194.4% | -170.1% | +13.8% |
| 3Y | +84.7% | +281.4% | -196.7% | +56.8% |
| 5Y | +103.2% | +12.8% | +90.4% | +95.3% |
| All | +106.5% | +37.4% | +69.1% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling