+296.6%
CCEP vs VTEB
+26.6%
+270.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -1.6% | -1.6% | 0.0% | 0.0% |
| 3M | +11.9% | -2.0% | +13.8% | +14.1% |
| 6M | +7.5% | -1.7% | +9.1% | +9.3% |
| YTD | +18.7% | -0.6% | +19.3% | +19.6% |
| 1Y | +21.4% | +1.8% | +19.6% | +19.4% |
| 3Y | +89.1% | +9.6% | +79.5% | +72.9% |
| 5Y | +108.7% | +2.1% | +106.6% | +104.6% |
| 10Y | +241.0% | +18.9% | +222.0% | +225.7% |
| All | +296.6% | +26.6% | +270.0% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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