+161.0%
VMC vs CCEP
+246.7%
-85.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | -0.5% | -1.0% | +0.4% | -0.2% |
| 30D | -9.1% | -1.6% | -7.5% | -8.6% |
| 3M | -4.1% | +11.9% | -16.0% | -8.5% |
| 6M | -5.5% | +7.5% | -13.0% | -8.6% |
| YTD | -8.9% | +18.7% | -27.6% | -15.6% |
| 1Y | -12.9% | +21.4% | -34.3% | -20.3% |
| 3Y | +22.1% | +89.1% | -67.0% | -8.0% |
| 5Y | +52.7% | +108.7% | -56.0% | +8.5% |
| All | +161.0% | +246.7% | -85.7% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling