+1,384.1%
CCEP vs ULTA
+1,919.6%
-535.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +12.2% | +16.1% | -4.0% | +9.3% |
| 3M | +10.7% | +21.7% | -11.1% | +6.8% |
| 6M | +27.5% | +28.7% | -1.3% | +21.6% |
| YTD | +31.3% | +8.9% | +22.4% | +28.4% |
| 1Y | +29.9% | +26.1% | +3.8% | +23.6% |
| 3Y | +111.1% | +69.1% | +42.0% | +86.4% |
| 5Y | +142.3% | +66.6% | +75.7% | +112.1% |
| 10Y | +335.5% | +175.9% | +159.6% | +234.8% |
| All | +1,384.1% | +1,919.6% | -535.4% | +614.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling