+144.6%
UMC vs CCEP
+112.6%
+32.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.9% |
| 7D | +0.1% | +1.8% | -1.6% | +0.3% |
| 30D | -28.7% | +12.2% | -40.9% | -28.1% |
| 3M | -15.1% | +10.7% | -25.8% | -14.3% |
| 6M | +5.0% | +27.5% | -22.5% | +3.8% |
| YTD | +108.2% | +31.3% | +76.8% | +105.6% |
| 1Y | +121.7% | +29.9% | +91.8% | +119.3% |
| All | +144.6% | +112.6% | +32.0% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling