-26.7%
VRSK vs CCEP
+82.6%
-109.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -7.7% | -5.7% | -2.0% | -6.4% |
| 30D | -2.8% | -3.4% | +0.6% | -2.0% |
| 3M | -3.7% | +5.5% | -9.2% | -4.7% |
| 6M | -12.8% | +2.2% | -15.0% | -13.0% |
| YTD | -21.0% | +14.6% | -35.6% | -24.1% |
| 1Y | -32.5% | +18.9% | -51.4% | -35.8% |
| All | -26.7% | +82.6% | -109.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling