+148.2%
CCEP vs URA
+33.4%
+114.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.4% |
| 7D | +2.6% | -4.1% | +6.7% | +2.9% |
| 30D | +15.1% | -19.0% | +34.1% | +17.4% |
| 3M | +7.3% | -25.1% | +32.4% | +10.1% |
| 6M | +23.4% | -44.5% | +67.9% | +30.6% |
| YTD | +29.4% | -24.3% | +53.7% | +30.7% |
| 1Y | +34.2% | -28.1% | +62.4% | +36.1% |
| 3Y | +108.4% | +40.7% | +67.7% | +80.3% |
| All | +148.2% | +33.4% | +114.8% | +116.5% |
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 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