+230.1%
CCEP vs ULTA
+132.3%
+97.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -2.8% | -3.1% | +0.2% | -2.2% |
| 30D | -4.0% | +2.8% | -6.8% | -4.8% |
| 3M | +5.2% | +14.8% | -9.6% | +1.6% |
| 6M | +2.7% | -16.2% | +18.9% | +6.0% |
| YTD | +14.5% | -9.6% | +24.1% | +16.0% |
| 1Y | +17.2% | +4.8% | +12.4% | +14.2% |
| 3Y | +79.3% | +30.7% | +48.6% | +60.1% |
| 5Y | +106.8% | +45.9% | +60.9% | +74.7% |
| All | +230.1% | +132.3% | +97.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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