+21.4%
UL vs CCEP
+108.6%
-87.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +0.9% | -1.6% | +2.5% | +1.5% |
| 3M | +14.2% | +11.9% | +2.4% | +9.3% |
| 6M | -3.2% | +7.5% | -10.6% | -6.0% |
| YTD | -0.3% | +18.7% | -19.1% | -6.7% |
| 1Y | -8.8% | +21.4% | -30.2% | -15.4% |
| 3Y | +23.9% | +89.1% | -65.2% | -3.5% |
| 5Y | +21.4% | +108.7% | -87.4% | -13.3% |
| All | +21.4% | +108.6% | -87.2% | -13.3% |
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