+144.1%
CCEP vs URA
+28.3%
+115.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.4% |
| 7D | -0.3% | +4.5% | -4.8% | -0.7% |
| 30D | +11.0% | -13.4% | +24.4% | +12.3% |
| 3M | +9.2% | -28.4% | +37.6% | +12.5% |
| 6M | +27.2% | -40.5% | +67.6% | +33.4% |
| YTD | +30.3% | -24.3% | +54.6% | +31.5% |
| 1Y | +28.7% | -28.8% | +57.5% | +30.7% |
| 3Y | +109.4% | +37.6% | +71.8% | +82.1% |
| 5Y | +144.1% | +30.7% | +113.4% | +111.7% |
| All | +144.1% | +28.3% | +115.8% | +111.7% |
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