+79.5%
CCEP vs ULTA
+28.6%
+51.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -5.7% | -3.9% | -1.9% | -5.4% |
| 30D | -3.4% | -1.1% | -2.4% | -3.4% |
| 3M | +5.5% | +13.8% | -8.3% | +4.2% |
| 6M | +2.2% | -17.2% | +19.5% | +3.3% |
| YTD | +14.6% | -11.5% | +26.1% | +15.3% |
| 1Y | +18.9% | +3.9% | +15.0% | +18.0% |
| All | +79.5% | +28.6% | +51.0% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling