+107.0%
CCEP vs ULTA
+39.1%
+67.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -5.7% | -3.9% | -1.9% | -5.2% |
| 30D | -3.4% | -1.1% | -2.4% | -3.4% |
| 3M | +5.5% | +13.8% | -8.3% | +3.1% |
| 6M | +2.2% | -17.2% | +19.5% | +4.7% |
| YTD | +14.6% | -11.5% | +26.1% | +16.1% |
| 1Y | +18.9% | +3.9% | +15.0% | +16.9% |
| 3Y | +82.6% | +29.5% | +53.1% | +67.3% |
| 5Y | +107.0% | +42.9% | +64.1% | +75.3% |
| All | +107.0% | +39.1% | +67.9% | +75.3% |
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