+227.8%
VST vs CCEP
+111.8%
+116.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.4% | -6.0% |
| 7D | -19.9% | +5.7% | -25.6% | -19.2% |
| 30D | -29.7% | +15.3% | -45.0% | -28.8% |
| 3M | -19.6% | +8.0% | -27.6% | -18.6% |
| 6M | -29.4% | +26.7% | -56.1% | -29.0% |
| YTD | -29.7% | +30.7% | -60.4% | -29.0% |
| 1Y | -40.0% | +36.5% | -76.6% | -39.6% |
| All | +227.8% | +111.8% | +116.0% | +200.7% |
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 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