+92.6%
UAL vs CCEP
+301.0%
-208.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | +8.2% | +2.6% | +5.6% | +6.3% |
| 30D | +2.3% | +15.1% | -12.8% | -7.7% |
| 3M | -12.7% | +7.3% | -20.0% | -17.4% |
| 6M | +12.7% | +23.4% | -10.7% | -4.0% |
| YTD | +0.8% | +29.4% | -28.6% | -17.3% |
| 1Y | +17.8% | +34.2% | -16.5% | -6.0% |
| 3Y | +206.7% | +108.4% | +98.3% | +68.1% |
| 5Y | +113.9% | +147.3% | -33.4% | +0.8% |
| All | +92.6% | +301.0% | -208.4% | -25.6% |
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