-33.2%
VRSK vs CCEP
+18.3%
-51.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -2.8% | -2.3% | -4.7% |
| 30D | -2.3% | -4.0% | +1.7% | -1.7% |
| 3M | -2.9% | +5.2% | -8.1% | -2.9% |
| 6M | -12.8% | +2.7% | -15.5% | -11.8% |
| YTD | -20.8% | +14.5% | -35.3% | -23.7% |
| 1Y | -33.2% | +17.2% | -50.4% | -35.8% |
| All | -33.2% | +18.3% | -51.5% | -35.8% |
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 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