-68.8%
VFC vs CCEP
+244.1%
-312.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -11.9% | -1.6% | -10.3% | -11.3% |
| 3M | -20.2% | +11.9% | -32.0% | -24.7% |
| 6M | -23.0% | +7.5% | -30.4% | -26.0% |
| YTD | -26.2% | +18.7% | -44.9% | -32.9% |
| 1Y | -13.3% | +21.4% | -34.7% | -22.2% |
| 3Y | -25.5% | +89.1% | -114.6% | -48.5% |
| 5Y | -78.1% | +108.7% | -186.8% | -86.0% |
| 10Y | -68.8% | +241.0% | -309.8% | -83.3% |
| All | -68.8% | +244.1% | -312.9% | -83.3% |
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