+420.5%
VUG vs CCEP
+237.8%
+182.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | -1.7% | -2.1% | +0.4% | -1.1% |
| 3M | +2.8% | +7.2% | -4.4% | +0.2% |
| 6M | +13.6% | +3.3% | +10.3% | +11.7% |
| YTD | +8.1% | +15.7% | -7.6% | +2.0% |
| 1Y | +13.1% | +16.6% | -3.5% | +6.2% |
| 3Y | +87.0% | +84.3% | +2.7% | +46.8% |
| 5Y | +76.0% | +109.0% | -33.1% | +30.1% |
| 10Y | +420.5% | +238.1% | +182.3% | +235.5% |
| All | +420.5% | +237.8% | +182.7% | +235.5% |
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