+110.4%
CCEP vs OUST
+537.2%
-426.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.0% | +10.3% | +1.1% |
| 7D | +5.7% | -5.0% | +10.8% | +5.7% |
| 30D | +15.3% | -32.0% | +47.4% | +14.8% |
| 3M | +8.0% | -32.4% | +40.4% | +7.6% |
| 6M | +26.7% | +6.7% | +20.0% | +26.9% |
| YTD | +30.7% | +41.0% | -10.3% | +31.1% |
| 1Y | +36.5% | +18.0% | +18.6% | +36.9% |
| All | +110.4% | +537.2% | -426.7% | +108.4% |
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