+164.1%
URI vs CCEP
+108.8%
+55.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.2% | +5.7% | +6.7% |
| 7D | -4.0% | +1.7% | -5.7% | -4.3% |
| 30D | +6.8% | +12.7% | -5.9% | +4.5% |
| 3M | -2.8% | +8.5% | -11.3% | -4.3% |
| 6M | +20.9% | +25.6% | -4.7% | +14.7% |
| YTD | +40.2% | +30.9% | +9.3% | +31.9% |
| 1Y | +34.1% | +32.0% | +2.1% | +25.9% |
| 3Y | +164.1% | +110.9% | +53.2% | +130.9% |
| All | +164.1% | +108.8% | +55.3% | +130.9% |
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 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