-100.0%
VIVK vs CCEP
+1,517.8%
-1,617.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.1% | -9.2% | -12.9% |
| 7D | -1.4% | -3.1% | +1.7% | -2.1% |
| 30D | -43.6% | -2.6% | -41.0% | -43.9% |
| 3M | -95.1% | +14.9% | -110.1% | -95.0% |
| 6M | -98.2% | +2.3% | -100.5% | -98.2% |
| YTD | -97.9% | +17.8% | -115.8% | -97.8% |
| 1Y | -100.0% | +24.2% | -124.2% | -100.0% |
| 3Y | -100.0% | +84.7% | -184.7% | -100.0% |
| 5Y | -100.0% | +103.2% | -203.2% | -100.0% |
| 10Y | -100.0% | +257.4% | -357.4% | -100.0% |
| All | -100.0% | +1,517.8% | -1,617.8% | -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