+343.1%
CCEP vs URA
+266.3%
+76.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +10.6% | -10.4% | +21.0% | +12.2% |
| 3M | +10.3% | -29.6% | +40.0% | +15.9% |
| 6M | +31.1% | -40.3% | +71.4% | +40.7% |
| YTD | +32.1% | -25.5% | +57.6% | +34.7% |
| 1Y | +32.8% | -26.4% | +59.2% | +35.3% |
| 3Y | +111.3% | +31.4% | +79.9% | +82.3% |
| 5Y | +147.5% | +28.6% | +118.9% | +107.4% |
| All | +343.1% | +266.3% | +76.8% | +129.4% |
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