+79.3%
CCEP vs VYM
+65.1%
+14.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -4.0% | -2.2% | -1.8% | -2.8% |
| 3M | +5.2% | +3.1% | +2.1% | +3.5% |
| 6M | +2.7% | +9.7% | -7.0% | -2.2% |
| YTD | +14.5% | +14.9% | -0.4% | +6.5% |
| 1Y | +17.2% | +17.6% | -0.4% | +7.5% |
| 3Y | +79.3% | +65.3% | +14.0% | +31.7% |
| All | +79.3% | +65.1% | +14.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling