+154.7%
UMC vs CCEP
+2,290.3%
-2,135.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | +11.2% | +2.1% | +9.1% | +10.3% |
| 30D | -28.0% | +10.6% | -38.6% | -31.3% |
| 3M | -20.5% | +10.3% | -30.9% | -24.4% |
| 6M | -1.6% | +31.1% | -32.6% | -13.8% |
| YTD | +99.4% | +32.1% | +67.3% | +73.3% |
| 1Y | +120.4% | +32.8% | +87.6% | +91.0% |
| 3Y | +134.2% | +111.3% | +22.9% | +63.7% |
| 5Y | +78.8% | +147.5% | -68.7% | +15.8% |
| 10Y | +1,280.4% | +338.1% | +942.3% | +538.4% |
| All | +154.7% | +2,290.3% | -2,135.6% | -55.4% |
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