+148.3%
CCEP vs ULTA
+65.2%
+83.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +2.1% | +2.5% | -0.4% | +1.7% |
| 30D | +10.6% | +11.5% | -0.9% | +8.6% |
| 3M | +10.3% | +28.1% | -17.8% | +5.9% |
| 6M | +31.1% | +34.2% | -3.2% | +24.5% |
| YTD | +32.1% | +9.2% | +22.9% | +29.3% |
| 1Y | +32.8% | +23.7% | +9.1% | +27.0% |
| 3Y | +111.3% | +69.2% | +42.2% | +83.6% |
| All | +148.3% | +65.2% | +83.1% | +106.7% |
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