+1,272.7%
UMC vs CCEP
+342.6%
+930.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +11.2% | +2.1% | +9.1% | +10.6% |
| 30D | -28.0% | +10.6% | -38.6% | -30.2% |
| 3M | -20.5% | +10.3% | -30.9% | -23.1% |
| 6M | -1.6% | +31.1% | -32.6% | -10.3% |
| YTD | +99.4% | +32.1% | +67.3% | +80.9% |
| 1Y | +120.4% | +32.8% | +87.6% | +99.5% |
| 3Y | +134.2% | +111.3% | +22.9% | +79.6% |
| 5Y | +78.8% | +147.5% | -68.7% | +28.8% |
| All | +1,272.7% | +342.6% | +930.2% | +765.0% |
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