+36.1%
UPS vs CCEP
+237.8%
-201.7%
-57.9%
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 | -3.7% | -3.7% | 0.0% | -2.7% |
| 30D | -3.7% | -2.1% | -1.7% | -3.2% |
| 3M | -6.6% | +7.2% | -13.7% | -8.6% |
| 6M | +2.6% | +3.3% | -0.7% | +1.2% |
| YTD | +4.8% | +15.7% | -10.9% | -0.1% |
| 1Y | +25.3% | +16.6% | +8.7% | +19.0% |
| 3Y | -26.9% | +84.3% | -111.1% | -40.0% |
| 5Y | -33.5% | +109.0% | -142.5% | -48.2% |
| 10Y | +36.1% | +238.1% | -202.1% | -3.4% |
| All | +36.1% | +237.8% | -201.7% | -3.4% |
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 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