+247.4%
CCEP vs OUST
-64.1%
+311.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.2% |
| 7D | +2.6% | +17.0% | -14.4% | +2.3% |
| 30D | +15.1% | -16.5% | +31.6% | +15.4% |
| 3M | +7.3% | -23.7% | +30.9% | +7.6% |
| 6M | +23.4% | +18.4% | +5.0% | +21.9% |
| YTD | +29.4% | +60.8% | -31.4% | +26.5% |
| 1Y | +34.2% | +44.2% | -10.0% | +31.5% |
| 3Y | +108.4% | +668.1% | -559.7% | +84.8% |
| 5Y | +147.3% | -48.8% | +196.1% | +144.0% |
| All | +247.4% | -64.1% | +311.6% | +229.9% |
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