+144.1%
CCEP vs ULTA
+64.2%
+79.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +11.0% | +12.4% | -1.5% | +8.9% |
| 3M | +9.2% | +22.4% | -13.2% | +5.6% |
| 6M | +27.2% | +28.9% | -1.7% | +21.6% |
| YTD | +30.3% | +7.6% | +22.7% | +27.8% |
| 1Y | +28.7% | +21.6% | +7.1% | +23.4% |
| 3Y | +109.4% | +67.0% | +42.4% | +82.3% |
| 5Y | +144.1% | +64.2% | +79.9% | +102.4% |
| All | +144.1% | +64.2% | +79.9% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling