+113.0%
VWO vs CCEP
+236.1%
-123.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -2.8% | +1.1% | -1.0% |
| 30D | -0.1% | -4.0% | +3.9% | +1.0% |
| 3M | +2.2% | +5.2% | -3.0% | +0.4% |
| 6M | +8.8% | +2.7% | +6.0% | +7.4% |
| YTD | +12.4% | +14.5% | -2.1% | +7.2% |
| 1Y | +15.6% | +17.2% | -1.6% | +9.3% |
| 3Y | +62.5% | +79.3% | -16.8% | +33.0% |
| 5Y | +34.3% | +106.8% | -72.5% | +3.3% |
| All | +113.0% | +236.1% | -123.1% | +41.2% |
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 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