+108.4%
CCEP vs OUST
+626.4%
-518.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.8% |
| 7D | +2.6% | +17.0% | -14.4% | +2.9% |
| 30D | +15.1% | -16.5% | +31.6% | +15.0% |
| 3M | +7.3% | -23.7% | +30.9% | +7.1% |
| 6M | +23.4% | +18.4% | +5.0% | +23.8% |
| YTD | +29.4% | +60.8% | -31.4% | +30.1% |
| 1Y | +34.2% | +44.2% | -10.0% | +34.9% |
| 3Y | +108.4% | +668.1% | -559.7% | +106.8% |
| All | +108.4% | +626.4% | -518.1% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling