+166.0%
UMC vs CCEP
+2,276.2%
-2,110.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.8% |
| 7D | +0.1% | +1.8% | -1.6% | -0.6% |
| 30D | -28.7% | +12.2% | -40.9% | -32.4% |
| 3M | -15.1% | +10.7% | -25.8% | -19.3% |
| 6M | +5.0% | +27.5% | -22.5% | -7.1% |
| YTD | +108.2% | +31.3% | +76.8% | +81.4% |
| 1Y | +121.7% | +29.9% | +91.8% | +93.9% |
| 3Y | +139.8% | +111.1% | +28.7% | +67.7% |
| 5Y | +85.1% | +142.3% | -57.2% | +20.9% |
| 10Y | +1,341.4% | +335.5% | +1,005.9% | +568.2% |
| All | +166.0% | +2,276.2% | -2,110.2% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling