+402.8%
VUG vs CCEP
+342.6%
+60.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | +2.5% | +2.1% | +0.4% | +1.8% |
| 30D | -6.3% | +10.6% | -16.9% | -9.5% |
| 3M | -6.0% | +10.3% | -16.4% | -9.3% |
| 6M | -3.5% | +31.1% | -34.6% | -12.5% |
| YTD | +3.9% | +32.1% | -28.2% | -6.4% |
| 1Y | +5.1% | +32.8% | -27.7% | -5.5% |
| 3Y | +77.9% | +111.3% | -33.5% | +32.9% |
| 5Y | +62.4% | +147.5% | -85.1% | +13.1% |
| All | +402.8% | +342.6% | +60.3% | +205.0% |
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