-50.0%
VTRS vs CCEP
+236.1%
-286.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -2.8% | +0.6% | -1.1% |
| 30D | +3.3% | -4.0% | +7.3% | +4.8% |
| 3M | +2.0% | +5.2% | -3.2% | -0.2% |
| 6M | +19.9% | +2.7% | +17.2% | +18.1% |
| YTD | +35.7% | +14.5% | +21.2% | +27.9% |
| 1Y | +68.1% | +17.2% | +50.9% | +56.7% |
| 3Y | +87.1% | +79.3% | +7.8% | +46.3% |
| 5Y | +47.6% | +106.8% | -59.1% | +7.7% |
| All | -50.0% | +236.1% | -286.1% | -68.4% |
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