-9.2%
VRSK vs CCEP
+36.9%
-46.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.5% |
| 7D | +4.2% | +4.2% | 0.0% | +3.3% |
| 30D | +21.2% | +14.2% | +7.0% | +18.7% |
| 3M | +2.9% | +9.1% | -6.3% | +1.3% |
| 6M | +11.3% | +26.9% | -15.5% | +11.7% |
| YTD | -10.8% | +29.1% | -39.9% | -11.9% |
| 1Y | -9.2% | +36.8% | -45.9% | -10.4% |
| All | -9.2% | +36.9% | -46.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling