+148.2%
CCEP vs UEC
+47.5%
+100.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -1.2% |
| 7D | +2.6% | -10.2% | +12.8% | +2.9% |
| 30D | +15.1% | -26.9% | +42.1% | +16.2% |
| 3M | +7.3% | -35.7% | +43.0% | +8.6% |
| 6M | +23.4% | -56.1% | +79.5% | +26.4% |
| YTD | +29.4% | -40.8% | +70.2% | +30.2% |
| 1Y | +34.2% | -43.4% | +77.6% | +35.0% |
| 3Y | +108.4% | +25.4% | +83.0% | +93.8% |
| All | +148.2% | +47.5% | +100.6% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling