+1,241.6%
CCEP vs ULTA
+1,583.0%
-341.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.2% |
| 7D | -1.0% | +0.7% | -1.6% | -1.1% |
| 30D | -1.6% | -2.8% | +1.2% | -1.2% |
| 3M | +11.9% | +18.7% | -6.8% | +8.4% |
| 6M | +7.5% | -15.0% | +22.5% | +9.8% |
| YTD | +18.7% | -9.2% | +27.9% | +19.8% |
| 1Y | +21.4% | +5.7% | +15.7% | +19.0% |
| 3Y | +89.1% | +32.8% | +56.4% | +74.2% |
| 5Y | +108.7% | +46.0% | +62.8% | +86.6% |
| 10Y | +241.0% | +125.5% | +115.5% | +170.9% |
| All | +1,241.6% | +1,583.0% | -341.4% | +566.2% |
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