+251.5%
CCEP vs OUST
-60.2%
+311.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.7% | +1.0% |
| 7D | +1.7% | +36.7% | -35.0% | +1.2% |
| 30D | +12.7% | -3.3% | +16.0% | +12.7% |
| 3M | +8.5% | -11.1% | +19.6% | +8.6% |
| 6M | +25.6% | +53.1% | -27.5% | +23.4% |
| YTD | +30.9% | +78.2% | -47.3% | +27.8% |
| 1Y | +32.0% | +50.0% | -18.1% | +29.3% |
| 3Y | +110.9% | +836.2% | -725.2% | +86.0% |
| 5Y | +138.5% | -50.0% | +188.4% | +136.4% |
| All | +251.5% | -60.2% | +311.7% | +233.3% |
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