+7.4%
VSH vs CCEP
+109.7%
-102.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.6% |
| 7D | -12.9% | +2.6% | -15.5% | -12.5% |
| 30D | -36.9% | +15.1% | -52.0% | -36.2% |
| 3M | -28.8% | +7.3% | -36.0% | -27.9% |
| 6M | -30.3% | +23.4% | -53.7% | -31.2% |
| YTD | +62.4% | +29.4% | +33.0% | +58.4% |
| 1Y | +62.5% | +34.2% | +28.3% | +56.7% |
| 3Y | +7.4% | +108.4% | -101.0% | -14.5% |
| All | +7.4% | +109.7% | -102.3% | -14.5% |
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