+227.0%
UPS vs CCEP
+1,523.0%
-1,296.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | -3.5% | -2.6% | -0.9% | -3.0% |
| 3M | -5.7% | +14.9% | -20.6% | -8.8% |
| 6M | -4.4% | +2.3% | -6.6% | -5.2% |
| YTD | +8.0% | +17.8% | -9.8% | +3.6% |
| 1Y | +29.0% | +24.2% | +4.8% | +22.2% |
| 3Y | -27.7% | +84.7% | -112.4% | -37.9% |
| 5Y | -34.3% | +103.2% | -137.5% | -45.3% |
| 10Y | +37.8% | +257.4% | -219.6% | -1.0% |
| All | +227.0% | +1,523.0% | -1,296.0% | +57.0% |
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 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