+217.3%
UAL vs CCEP
+111.2%
+106.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +12.5% | +5.4% | +7.1% | +10.7% |
| 30D | +12.2% | +12.8% | -0.6% | +8.1% |
| 3M | -2.6% | +10.9% | -13.5% | -5.8% |
| 6M | +21.1% | +25.6% | -4.6% | +12.5% |
| YTD | +7.8% | +31.0% | -23.2% | -0.3% |
| 1Y | +25.4% | +32.3% | -6.9% | +15.7% |
| 3Y | +217.3% | +110.5% | +106.8% | +153.8% |
| All | +217.3% | +111.2% | +106.1% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling