+109.7%
UL vs CCEP
+342.6%
-232.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +4.5% | +10.6% | -6.1% | +1.3% |
| 3M | +6.5% | +10.3% | -3.8% | +3.3% |
| 6M | +18.2% | +31.1% | -12.9% | +8.8% |
| YTD | +4.7% | +32.1% | -27.4% | -3.8% |
| 1Y | +0.8% | +32.8% | -32.1% | -7.5% |
| 3Y | +35.9% | +111.3% | -75.5% | +8.7% |
| 5Y | +33.4% | +147.5% | -114.1% | +0.9% |
| All | +109.7% | +342.6% | -232.8% | +36.5% |
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