+120.4%
VSH vs CCEP
+336.4%
-216.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | +26.2% | -0.3% | +26.5% | +26.4% |
| 30D | -12.5% | +11.0% | -23.5% | -17.1% |
| 3M | -16.9% | +9.2% | -26.1% | -21.2% |
| 6M | -17.0% | +27.2% | -44.1% | -27.9% |
| YTD | +93.8% | +30.3% | +63.5% | +65.3% |
| 1Y | +99.3% | +28.7% | +70.7% | +71.0% |
| 3Y | +35.0% | +109.4% | -74.4% | -12.3% |
| 5Y | +45.8% | +144.1% | -98.3% | -14.4% |
| All | +120.4% | +336.4% | -216.0% | +11.2% |
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