+230.1%
CCEP vs VYM
+209.2%
+20.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.1% |
| 30D | -4.0% | -2.2% | -1.8% | -2.1% |
| 3M | +5.2% | +3.1% | +2.1% | +2.4% |
| 6M | +2.7% | +9.7% | -7.0% | -5.4% |
| YTD | +14.5% | +14.9% | -0.4% | +1.1% |
| 1Y | +17.2% | +17.6% | -0.4% | +1.1% |
| 3Y | +79.3% | +65.3% | +14.0% | +11.1% |
| 5Y | +106.8% | +78.7% | +28.0% | +18.9% |
| All | +230.1% | +209.2% | +20.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling