+31.1%
UL vs CCEP
+148.1%
-117.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +1.1% | +2.6% | -1.4% | +0.1% |
| 30D | +8.2% | +15.1% | -6.9% | +2.1% |
| 3M | +4.5% | +7.3% | -2.7% | +1.5% |
| 6M | +12.6% | +23.4% | -10.9% | +3.3% |
| YTD | +3.5% | +29.4% | -25.9% | -6.7% |
| 1Y | -0.4% | +34.2% | -34.7% | -11.5% |
| 3Y | +36.0% | +108.4% | -72.4% | +1.0% |
| All | +31.1% | +148.1% | -117.0% | -10.7% |
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