+20.2%
VEEV vs CCEP
+89.4%
-69.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -3.8% |
| 7D | -5.2% | -1.0% | -4.2% | -5.0% |
| 30D | +14.9% | -1.6% | +16.5% | +15.1% |
| 3M | +58.4% | +11.9% | +46.5% | +56.8% |
| 6M | +35.5% | +7.5% | +28.0% | +34.9% |
| YTD | +18.6% | +18.7% | -0.1% | +16.0% |
| 1Y | -6.3% | +21.4% | -27.7% | -9.0% |
| 3Y | +20.2% | +89.1% | -68.9% | +3.2% |
| All | +20.2% | +89.4% | -69.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling