+1,164.9%
VST vs CCEP
+342.6%
+822.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.6% |
| 7D | +6.6% | +2.1% | +4.5% | +5.9% |
| 30D | -12.4% | +10.6% | -23.0% | -15.8% |
| 3M | -9.0% | +10.3% | -19.3% | -12.8% |
| 6M | -6.4% | +31.1% | -37.5% | -16.3% |
| YTD | -17.2% | +32.1% | -49.3% | -26.4% |
| 1Y | -22.0% | +32.8% | -54.8% | -30.9% |
| 3Y | +296.7% | +111.3% | +185.3% | +184.3% |
| 5Y | +637.6% | +147.5% | +490.1% | +382.5% |
| All | +1,164.9% | +342.6% | +822.3% | +629.7% |
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