+236.3%
UNH vs CCEP
+236.5%
-0.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -5.7% | +2.6% | -1.5% |
| 30D | -3.5% | -3.4% | -0.1% | -2.5% |
| 3M | -4.2% | +5.5% | -9.7% | -5.7% |
| 6M | +38.3% | +2.2% | +36.1% | +37.0% |
| YTD | +19.2% | +14.6% | +4.6% | +13.8% |
| 1Y | +15.0% | +18.9% | -4.0% | +8.4% |
| 3Y | -14.5% | +82.6% | -97.1% | -30.4% |
| 5Y | +4.6% | +107.0% | -102.4% | -19.7% |
| All | +236.3% | +236.5% | -0.2% | +129.0% |
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