+879.4%
CCEP vs URA
-51.6%
+931.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | +2.6% | -4.1% | +6.7% | +3.3% |
| 30D | +15.1% | -19.0% | +34.1% | +19.5% |
| 3M | +7.3% | -25.1% | +32.4% | +12.6% |
| 6M | +23.4% | -44.5% | +67.9% | +36.5% |
| YTD | +29.4% | -24.3% | +53.7% | +32.4% |
| 1Y | +34.2% | -28.1% | +62.4% | +38.2% |
| 3Y | +108.4% | +40.7% | +67.7% | +75.2% |
| 5Y | +147.3% | +35.5% | +111.8% | +102.3% |
| 10Y | +301.3% | +281.2% | +20.2% | +129.5% |
| All | +879.4% | -51.6% | +931.1% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling