-100.0%
VIVK vs CCEP
+1,713.7%
-1,813.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.4% | -8.9% | -7.2% |
| 7D | -57.7% | +2.1% | -59.8% | -57.4% |
| 30D | -87.3% | +10.6% | -97.9% | -86.9% |
| 3M | -98.9% | +10.3% | -109.2% | -98.9% |
| 6M | -100.0% | +31.1% | -131.0% | -99.9% |
| YTD | -100.0% | +32.1% | -132.1% | -100.0% |
| 1Y | -100.0% | +32.8% | -132.8% | -100.0% |
| 3Y | -100.0% | +111.3% | -211.3% | -100.0% |
| 5Y | -100.0% | +147.5% | -247.5% | -100.0% |
| 10Y | -100.0% | +338.1% | -438.1% | -100.0% |
| All | -100.0% | +1,713.7% | -1,813.7% | -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 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