+34.0%
VSH vs CCEP
+86.4%
-52.4%
-56.7%
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% | +4.5% |
| 7D | +4.1% | -3.1% | +7.1% | +4.2% |
| 30D | -4.2% | -2.6% | -1.6% | -4.1% |
| 3M | -50.0% | +14.9% | -64.9% | -51.5% |
| 6M | +80.2% | +2.3% | +77.9% | +78.9% |
| YTD | +121.1% | +17.8% | +103.2% | +112.5% |
| 1Y | +112.0% | +24.2% | +87.8% | +99.4% |
| All | +34.0% | +86.4% | -52.4% | +5.6% |
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 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