+120.5%
URI vs CCEP
+85.5%
+35.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.4% |
| 30D | -12.9% | -2.6% | -10.3% | -12.5% |
| 3M | -6.7% | +14.9% | -21.7% | -10.5% |
| 6M | +19.0% | +2.3% | +16.7% | +17.4% |
| YTD | +25.5% | +17.8% | +7.7% | +19.7% |
| 1Y | +5.5% | +24.2% | -18.7% | -0.7% |
| All | +120.5% | +85.5% | +35.0% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling