+1,112.0%
VST vs CCEP
+301.0%
+811.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.5% | +10.9% |
| 7D | -9.8% | +2.6% | -12.4% | -10.9% |
| 30D | -25.1% | +15.1% | -40.3% | -29.1% |
| 3M | -11.6% | +7.3% | -18.9% | -14.5% |
| 6M | -20.9% | +23.4% | -44.3% | -27.6% |
| YTD | -22.3% | +29.4% | -51.7% | -30.4% |
| 1Y | -32.0% | +34.2% | -66.2% | -40.0% |
| 3Y | +262.4% | +108.4% | +154.0% | +161.9% |
| 5Y | +563.4% | +147.3% | +416.1% | +334.9% |
| All | +1,112.0% | +301.0% | +811.0% | +604.8% |
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