-25.5%
VFC vs CCEP
+89.4%
-114.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | -11.9% | -1.6% | -10.3% | -11.5% |
| 3M | -20.2% | +11.9% | -32.0% | -23.0% |
| 6M | -23.0% | +7.5% | -30.4% | -25.0% |
| YTD | -26.2% | +18.7% | -44.9% | -30.5% |
| 1Y | -13.3% | +21.4% | -34.7% | -19.0% |
| 3Y | -25.5% | +89.1% | -114.6% | -45.4% |
| All | -25.5% | +89.4% | -114.9% | -45.4% |
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