+254.7%
CCEP vs OUST
-65.5%
+320.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +1.5% |
| 7D | +2.1% | -3.8% | +5.9% | +2.1% |
| 30D | +10.6% | +5.1% | +5.5% | +10.4% |
| 3M | +10.3% | -25.8% | +36.1% | +10.6% |
| 6M | +31.1% | -2.0% | +33.1% | +30.1% |
| YTD | +32.1% | +54.7% | -22.6% | +29.2% |
| 1Y | +32.8% | +48.8% | -16.0% | +29.9% |
| 3Y | +111.3% | +607.8% | -496.5% | +88.1% |
| 5Y | +147.5% | -52.7% | +200.2% | +144.8% |
| All | +254.7% | -65.5% | +320.2% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling