+282.5%
UNP vs CCEP
+237.8%
+44.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -0.6% |
| 30D | -2.1% | -2.1% | 0.0% | -1.5% |
| 3M | +5.4% | +7.2% | -1.7% | +2.8% |
| 6M | +13.4% | +3.3% | +10.1% | +11.7% |
| YTD | +25.0% | +15.7% | +9.3% | +18.6% |
| 1Y | +34.6% | +16.6% | +18.0% | +27.2% |
| 3Y | +43.6% | +84.3% | -40.6% | +15.1% |
| 5Y | +51.7% | +109.0% | -57.3% | +14.5% |
| 10Y | +282.5% | +238.1% | +44.4% | +158.9% |
| All | +282.5% | +237.8% | +44.7% | +158.9% |
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