+1,798.0%
UMC vs CCEP
+236.5%
+1,561.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +11.4% | -5.7% | +17.1% | +13.1% |
| 30D | +16.8% | -3.4% | +20.2% | +17.8% |
| 3M | +19.1% | +5.5% | +13.6% | +16.3% |
| 6M | +137.4% | +2.2% | +135.2% | +133.5% |
| YTD | +186.4% | +14.6% | +171.7% | +171.4% |
| 1Y | +229.1% | +18.9% | +210.2% | +207.6% |
| 3Y | +257.9% | +82.6% | +175.3% | +187.5% |
| 5Y | +137.5% | +107.0% | +30.6% | +80.9% |
| All | +1,798.0% | +236.5% | +1,561.5% | +1,172.6% |
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 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