+96.5%
UAL vs CCEP
+342.1%
-245.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +2.3% | +1.8% | +0.5% | +1.0% |
| 30D | +13.3% | +12.2% | +1.2% | +4.2% |
| 3M | -6.3% | +10.7% | -17.0% | -13.4% |
| 6M | +22.5% | +27.5% | -5.0% | +1.8% |
| YTD | +5.9% | +31.3% | -25.5% | -14.2% |
| 1Y | +24.7% | +29.9% | -5.2% | +1.7% |
| 3Y | +211.6% | +111.1% | +100.5% | +67.9% |
| 5Y | +130.6% | +142.3% | -11.8% | +9.6% |
| 10Y | +96.5% | +335.5% | -239.0% | -25.8% |
| All | +96.5% | +342.1% | -245.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling