+98.0%
VCIT vs CCEP
+1,478.6%
-1,380.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -0.3% | -3.1% | +2.7% | -0.3% |
| 30D | -0.8% | -2.6% | +1.8% | -0.7% |
| 3M | -1.0% | +14.9% | -15.9% | -1.4% |
| 6M | -1.8% | +2.3% | -4.1% | -1.9% |
| YTD | -0.7% | +17.8% | -18.5% | -1.2% |
| 1Y | +1.0% | +24.2% | -23.2% | +0.3% |
| 3Y | +18.8% | +84.7% | -65.9% | +16.8% |
| 5Y | +3.5% | +103.2% | -99.7% | +1.3% |
| 10Y | +29.2% | +257.4% | -228.1% | +25.8% |
| All | +98.0% | +1,478.6% | -1,380.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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