-34.6%
UPS vs CCEP
+108.6%
-143.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -2.3% | -1.6% | -0.7% | -1.9% |
| 3M | -5.2% | +11.9% | -17.1% | -9.0% |
| 6M | +1.4% | +7.5% | -6.0% | -1.5% |
| YTD | +6.1% | +18.7% | -12.6% | -0.6% |
| 1Y | +27.0% | +21.4% | +5.6% | +17.9% |
| 3Y | -25.9% | +89.1% | -115.0% | -43.6% |
| 5Y | -34.6% | +108.7% | -143.3% | -53.5% |
| All | -34.6% | +108.6% | -143.2% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling