+107.2%
CCEP vs URA
+128.0%
-20.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -3.1% | +1.1% | -4.1% | -3.2% |
| 30D | -2.6% | +7.4% | -10.0% | -3.5% |
| 3M | +14.9% | -8.4% | +23.3% | +15.7% |
| 6M | +2.3% | -12.7% | +15.0% | +3.1% |
| YTD | +17.8% | +7.8% | +10.1% | +15.1% |
| 1Y | +24.2% | +19.5% | +4.8% | +18.2% |
| 3Y | +84.7% | +116.4% | -31.7% | +52.7% |
| All | +107.2% | +128.0% | -20.8% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling