+23.4%
CCEP vs URA
-41.6%
+65.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -0.5% |
| 7D | +2.6% | -4.1% | +6.7% | +2.2% |
| 30D | +15.1% | -19.0% | +34.1% | +13.3% |
| 3M | +7.3% | -25.1% | +32.4% | +5.2% |
| 6M | +23.4% | -44.5% | +67.9% | +19.1% |
| All | +23.4% | -41.6% | +65.0% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling