+1,917.9%
VRT vs CCEP
+260.0%
+1,657.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.5% | +9.2% |
| 7D | -10.6% | +1.7% | -12.3% | -11.5% |
| 30D | -17.4% | +12.7% | -30.1% | -21.8% |
| 3M | -26.4% | +8.5% | -34.9% | -29.4% |
| 6M | -41.0% | +25.6% | -66.6% | -47.4% |
| YTD | +23.8% | +30.9% | -7.1% | +8.3% |
| 1Y | +11.6% | +32.0% | -20.3% | -2.9% |
| 3Y | +403.5% | +110.9% | +292.6% | +238.4% |
| 5Y | +647.0% | +138.5% | +508.6% | +370.9% |
| All | +1,917.9% | +260.0% | +1,657.9% | +1,055.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling