+1,855.0%
VRT vs CCEP
+260.2%
+1,594.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | +5.4% | -23.1% | -19.5% |
| 30D | -20.0% | +12.8% | -32.8% | -24.2% |
| 3M | -28.1% | +10.9% | -38.9% | -31.6% |
| 6M | -42.8% | +25.6% | -68.5% | -49.1% |
| YTD | +20.0% | +31.0% | -11.0% | +4.9% |
| 1Y | +3.5% | +32.3% | -28.8% | -10.1% |
| 3Y | +366.1% | +110.5% | +255.6% | +213.6% |
| 5Y | +632.2% | +141.8% | +490.4% | +359.3% |
| All | +1,855.0% | +260.2% | +1,594.8% | +1,019.6% |
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