+33,533.0%
VLO vs CCEP
+7,553.0%
+25,980.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -13.3% | +2.6% | -15.9% | -14.1% |
| 30D | -18.3% | +15.1% | -33.4% | -21.9% |
| 3M | +14.3% | +7.3% | +7.1% | +11.4% |
| 6M | +47.6% | +23.4% | +24.2% | +37.5% |
| YTD | +116.0% | +29.4% | +86.6% | +96.8% |
| 1Y | +101.0% | +34.2% | +66.8% | +81.0% |
| 3Y | +199.0% | +108.4% | +90.7% | +132.1% |
| 5Y | +419.0% | +147.3% | +271.8% | +275.8% |
| 10Y | +778.2% | +301.3% | +476.9% | +456.5% |
| All | +33,533.0% | +7,553.0% | +25,980.0% | +11,037.7% |
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