+88.7%
VUG vs CCEP
+86.4%
+2.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | -0.3% | -2.6% | +2.3% | -0.1% |
| 3M | -0.7% | +14.9% | -15.6% | -2.5% |
| 6M | +14.6% | +2.3% | +12.4% | +14.1% |
| YTD | +9.0% | +17.8% | -8.8% | +6.4% |
| 1Y | +14.9% | +24.2% | -9.3% | +11.0% |
| All | +88.7% | +86.4% | +2.3% | +61.3% |
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