+241.0%
CCEP vs UEC
+933.9%
-692.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | -1.6% | +5.6% | -7.2% | -2.1% |
| 3M | +11.9% | -5.7% | +17.6% | +11.7% |
| 6M | +7.5% | -8.0% | +15.5% | +6.9% |
| YTD | +18.7% | +1.8% | +16.9% | +16.6% |
| 1Y | +21.4% | +0.6% | +20.8% | +18.3% |
| 3Y | +89.1% | +155.2% | -66.0% | +65.2% |
| 5Y | +108.7% | +305.8% | -197.1% | +65.8% |
| 10Y | +241.0% | +943.0% | -702.0% | +129.9% |
| All | +241.0% | +933.9% | -692.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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