+789.7%
VFC vs CCEP
+6,869.6%
-6,079.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | -11.6% | -2.6% | -9.0% | -11.0% |
| 3M | -18.1% | +14.9% | -33.0% | -21.1% |
| 6M | -27.4% | +2.3% | -29.6% | -27.8% |
| YTD | -24.8% | +17.8% | -42.7% | -28.3% |
| 1Y | -8.2% | +24.2% | -32.4% | -13.7% |
| 3Y | -29.1% | +84.7% | -113.8% | -40.5% |
| 5Y | -79.2% | +103.2% | -182.4% | -83.0% |
| 10Y | -68.1% | +257.4% | -325.5% | -77.5% |
| All | +789.7% | +6,869.6% | -6,079.9% | +232.8% |
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