+71.8%
CCEP vs UMAC
+549.5%
-477.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.8% |
| 7D | -1.0% | +14.7% | -15.7% | -0.9% |
| 30D | -1.6% | -0.5% | -1.1% | -1.6% |
| 3M | +11.9% | +0.5% | +11.4% | +12.0% |
| 6M | +7.5% | +57.9% | -50.5% | +7.5% |
| YTD | +18.7% | +103.9% | -85.2% | +18.7% |
| 1Y | +21.4% | +159.3% | -137.9% | +21.1% |
| All | +71.8% | +549.5% | -477.7% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling