+392.1%
VNQ vs CCEP
+1,739.3%
-1,347.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | -2.5% | -1.6% | -0.9% | -1.9% |
| 3M | +1.4% | +11.9% | -10.5% | -3.9% |
| 6M | +4.6% | +7.5% | -2.9% | +0.6% |
| YTD | +10.5% | +18.7% | -8.2% | +1.4% |
| 1Y | +8.4% | +21.4% | -13.0% | -1.8% |
| 3Y | +32.4% | +89.1% | -56.7% | -3.4% |
| 5Y | +5.5% | +108.7% | -103.2% | -28.2% |
| 10Y | +59.1% | +241.0% | -181.9% | -19.2% |
| All | +392.1% | +1,739.3% | -1,347.2% | -11.4% |
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