-47.5%
VFC vs CCEP
+315.0%
-362.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +3.5% | +5.4% | -1.9% | +0.7% |
| 30D | +38.3% | +12.8% | +25.5% | +29.7% |
| 3M | +40.2% | +10.9% | +29.3% | +32.5% |
| 6M | +10.6% | +25.6% | -15.0% | -2.1% |
| YTD | +16.7% | +31.0% | -14.2% | +0.4% |
| 1Y | +45.0% | +32.3% | +12.7% | +24.2% |
| 3Y | +48.8% | +110.5% | -61.7% | -3.7% |
| 5Y | -67.6% | +141.8% | -209.4% | -81.0% |
| 10Y | -47.5% | +341.1% | -388.7% | -73.9% |
| All | -47.5% | +315.0% | -362.5% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling