+611.0%
VRT vs CCEP
+86.4%
+524.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +4.2% |
| 7D | +9.1% | -3.1% | +12.2% | +8.9% |
| 30D | +0.9% | -2.6% | +3.5% | +0.8% |
| 3M | -13.4% | +14.9% | -28.3% | -14.2% |
| 6M | +11.7% | +2.3% | +9.4% | +11.6% |
| YTD | +73.2% | +17.8% | +55.4% | +73.1% |
| 1Y | +123.4% | +24.2% | +99.2% | +121.0% |
| All | +611.0% | +86.4% | +524.6% | +466.4% |
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