SOME you win, some you lose. No one knows this better than Carlo Ancelotti, who, two years after bemoaning AC Milan's defeat by Liverpool in 2005 when they had been the superior side, celebrated victory after a final in which his team had been inferior to Rafael Benitez's.
Ancelotti has seen a lot in a career redolent of recent European history and now, after a defeat more painful for it having been thoroughly deserved -- there could be none of the vehement argument that followed Chelsea's exit at the hands of Barcelona last spring -- this phlegmatic Italian prepares for a vital spell in England; one in which his team's tendency to blow hot and cold will have to be overcome.
And it is almost upon them. Four days from now, they will spend the first of seven potentially momentous days at Ewood Park, the home of Sam Allardyce's Blackburn Rovers and a place very much associated with the notion that travelling north from London can entail hazards for the most distinguished of football men. The worry for Chelsea, especially after the first half of a season that often seemed theirs for the seizing, is that Manchester United look to have found their stride at an ominous time.
From appearing vulnerable in the early months of life without Cristiano Ronaldo, they have found the new messiah in Wayne Rooney.
Under Alex Ferguson's supervision, with the occasional help of the long-serving Ryan Giggs, Paul Scholes and Gary Neville, they have adjusted to circumstances.
The veterans to whom Ancelotti is accustomed to turning, meanwhile, are back in Milan.
He is still getting to know his new charges and in the first half last night it became apparent that Inter Milan were by far the more astutely prepared.
The physical challenge they presented was so formidable, the pressure they exerted on Chelsea players in possession so heavy, that Blackburn might not be such a culture shock after all. Ancelotti talks much about quality of football but Chelsea were offered no opportunity by Inter to show the style of their better days under Ancelotti and his predecessors.
Since the turn of the year, Stamford Bridge has seen Ancelotti's Chelsea beat Sunderland 7-2 but lose 4-2 to Manchester City. Neither outcome would have been likely in the Jose Mourinho era.
But, really, is this the football Roman Abramovich wants, as Ancelotti claimed during this week's build-up? Yes and no. Yes, of course the owner wants goals galore, but no, Abramovich needs upstarts as potent as the new Manchester City like he needs a hole in the head.
He did not invest so heavily in the Premier League just to make up the numbers at Champions League entry level.
Of all Mourinho's observations this week, the most barbed was the one about life going on since he and Chelsea went their separate ways two and a half years ago -- "I keep winning important things, they keep winning something . . . the FA Cup" -- and it will have been felt more by the owner than by a manager who has been in London only eight months.
There is only the Premier League to play for now and, given that Chelsea started the season as favourites for the title, anything less will cast Ancelotti as a failure.
The week starting on Sunday could prove highly significant, for the trio of fixtures it contains include Chelsea's match in hand over United, whom they trail by two points.
Visits to Blackburn and Portsmouth are followed by a home match against Aston Villa, who beat them earlier in the season, and victory over all three would guarantee Ancelotti's team top spot when they face United at Old Trafford on April 3. They will be rested while United will have played the first leg of a Champions League quarter-final a few days earlier.
Among the challenges Ancelotti will not have to encounter again this season is Mourinho.
Separated again are the erstwhile San Siro rivals, with Mourinho now responsible for balancing Inter's European quest with a campaign to retain the Serie A title.