+112.3%
UAL vs CCEP
+148.1%
-35.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +8.2% | +2.6% | +5.6% | +6.7% |
| 30D | +2.3% | +15.1% | -12.8% | -5.9% |
| 3M | -12.7% | +7.3% | -20.0% | -16.5% |
| 6M | +12.7% | +23.4% | -10.7% | -1.1% |
| YTD | +0.8% | +29.4% | -28.6% | -14.2% |
| 1Y | +17.8% | +34.2% | -16.5% | -2.0% |
| 3Y | +206.7% | +108.4% | +98.3% | +77.7% |
| All | +112.3% | +148.1% | -35.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling