+335.5%
CCEP vs URA
+277.9%
+57.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | +12.2% | -10.8% | +23.0% | +13.9% |
| 3M | +10.7% | -25.5% | +36.2% | +15.3% |
| 6M | +27.5% | -41.2% | +68.7% | +37.4% |
| YTD | +31.3% | -21.3% | +52.6% | +32.8% |
| 1Y | +29.9% | -25.7% | +55.6% | +32.3% |
| 3Y | +111.1% | +43.1% | +68.0% | +79.3% |
| 5Y | +142.3% | +35.6% | +106.8% | +101.4% |
| 10Y | +335.5% | +281.3% | +54.2% | +125.5% |
| All | +335.5% | +277.9% | +57.6% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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