+57.3%
VUG vs CCEP
+148.1%
-90.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -3.4% | +2.6% | -6.0% | -4.2% |
| 30D | -11.1% | +15.1% | -26.2% | -15.1% |
| 3M | -7.2% | +7.3% | -14.5% | -9.6% |
| 6M | -4.1% | +23.4% | -27.6% | -11.2% |
| YTD | +1.4% | +29.4% | -28.0% | -8.1% |
| 1Y | +1.9% | +34.2% | -32.3% | -9.0% |
| 3Y | +77.7% | +108.4% | -30.6% | +26.4% |
| All | +57.3% | +148.1% | -90.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling