-39.3%
VG vs CCEP
+43.8%
-83.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -2.2% |
| 7D | +1.7% | -3.1% | +4.8% | -0.1% |
| 30D | +16.0% | -2.6% | +18.6% | +14.4% |
| 3M | +9.7% | +14.9% | -5.2% | +19.3% |
| 6M | +29.6% | +2.3% | +27.3% | +38.2% |
| YTD | +112.0% | +17.8% | +94.2% | +123.1% |
| 1Y | +12.8% | +24.2% | -11.4% | +18.2% |
| All | -39.3% | +43.8% | -83.2% | -39.4% |
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 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