+578.1%
VRSK vs CCEP
+1,460.0%
-881.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.7% |
| 7D | -9.7% | -1.0% | -8.7% | -9.5% |
| 30D | -8.5% | -1.6% | -6.9% | -8.1% |
| 3M | -1.7% | +11.9% | -13.5% | -4.6% |
| 6M | -17.9% | +7.5% | -25.3% | -19.8% |
| YTD | -21.1% | +18.7% | -39.9% | -25.2% |
| 1Y | -35.1% | +21.4% | -56.5% | -38.8% |
| 3Y | -26.7% | +89.1% | -115.8% | -39.1% |
| 5Y | -12.0% | +108.7% | -120.7% | -29.8% |
| 10Y | +122.9% | +241.0% | -118.1% | +51.3% |
| All | +578.1% | +1,460.0% | -881.9% | +260.0% |
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