+104.1%
CCEP vs VYM
+77.5%
+26.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | -4.0% | -2.2% | -1.8% | -2.3% |
| 3M | +5.2% | +3.1% | +2.1% | +2.8% |
| 6M | +2.7% | +9.7% | -7.0% | -4.5% |
| YTD | +14.5% | +14.9% | -0.4% | +2.7% |
| 1Y | +17.2% | +17.6% | -0.4% | +3.0% |
| 3Y | +79.3% | +65.3% | +14.0% | +14.4% |
| All | +104.1% | +77.5% | +26.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling