+566.5%
VTRS vs CCEP
+6,741.8%
-6,175.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -3.5% | -3.7% | +0.2% | -2.5% |
| 30D | +2.1% | -2.1% | +4.2% | +2.6% |
| 3M | +2.6% | +7.2% | -4.6% | +0.6% |
| 6M | +17.8% | +3.3% | +14.5% | +16.4% |
| YTD | +35.7% | +15.7% | +20.0% | +29.8% |
| 1Y | +63.5% | +16.6% | +46.9% | +56.0% |
| 3Y | +85.1% | +84.3% | +0.9% | +55.2% |
| 5Y | +42.5% | +109.0% | -66.5% | +15.1% |
| 10Y | -48.2% | +238.1% | -286.4% | -64.0% |
| All | +566.5% | +6,741.8% | -6,175.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling