+1,587.1%
CCEP vs VYM
+490.3%
+1,096.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.6% | -1.3% | -0.3% | -0.5% |
| 3M | +11.9% | +4.1% | +7.8% | +8.1% |
| 6M | +7.5% | +9.8% | -2.3% | -0.8% |
| YTD | +18.7% | +15.3% | +3.4% | +5.0% |
| 1Y | +21.4% | +20.0% | +1.4% | +3.6% |
| 3Y | +89.1% | +66.2% | +22.9% | +20.2% |
| 5Y | +108.7% | +77.5% | +31.2% | +25.6% |
| 10Y | +241.0% | +201.7% | +39.2% | +32.0% |
| All | +1,587.1% | +490.3% | +1,096.8% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling