-100.0%
VIVK vs CCEP
+16.3%
-116.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +1.9% |
| 7D | -9.5% | -5.7% | -3.7% | -12.6% |
| 30D | -35.1% | -3.4% | -31.7% | -36.2% |
| 3M | -93.4% | +5.5% | -98.9% | -93.2% |
| 6M | -98.0% | +2.2% | -100.2% | -97.9% |
| YTD | -97.9% | +14.6% | -112.5% | -97.7% |
| 1Y | -100.0% | +18.9% | -118.9% | -100.0% |
| All | -100.0% | +16.3% | -116.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling