+67.4%
CCEP vs UMAC
+508.0%
-440.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.6% |
| 7D | -3.7% | +3.3% | -6.9% | -3.7% |
| 30D | -2.1% | -10.4% | +8.3% | -2.1% |
| 3M | +7.2% | +1.8% | +5.4% | +7.3% |
| 6M | +3.3% | +40.7% | -37.5% | +3.3% |
| YTD | +15.7% | +90.9% | -75.2% | +15.6% |
| 1Y | +16.6% | +151.8% | -135.2% | +16.3% |
| All | +67.4% | +508.0% | -440.6% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling