+229.1%
UMC vs CCEP
+16.3%
+212.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.8% |
| 7D | +11.4% | -5.7% | +17.1% | +9.6% |
| 30D | +16.8% | -3.4% | +20.2% | +15.7% |
| 3M | +19.1% | +5.5% | +13.6% | +19.2% |
| 6M | +137.4% | +2.2% | +135.2% | +138.4% |
| YTD | +186.4% | +14.6% | +171.7% | +196.5% |
| 1Y | +229.1% | +18.9% | +210.2% | +247.6% |
| All | +229.1% | +16.3% | +212.8% | +247.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling