-46.6%
VG vs CCEP
+60.3%
-106.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.7% |
| 7D | +5.5% | +1.8% | +3.7% | +6.7% |
| 30D | -3.6% | +12.2% | -15.8% | +4.3% |
| 3M | -4.0% | +10.7% | -14.7% | +3.3% |
| 6M | +9.4% | +27.5% | -18.1% | +28.4% |
| YTD | +86.6% | +31.3% | +55.3% | +112.1% |
| 1Y | +69.5% | +29.9% | +39.6% | +92.6% |
| All | -46.6% | +60.3% | -106.9% | -42.4% |
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 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