+149.7%
CCEP vs OUST
-56.4%
+206.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.0% | +10.3% | +1.3% |
| 7D | +5.7% | -5.0% | +10.8% | +5.7% |
| 30D | +15.3% | -32.0% | +47.4% | +15.8% |
| 3M | +8.0% | -32.4% | +40.4% | +8.4% |
| 6M | +26.7% | +6.7% | +20.0% | +25.5% |
| YTD | +30.7% | +41.0% | -10.3% | +28.4% |
| 1Y | +36.5% | +18.0% | +18.6% | +34.5% |
| 3Y | +111.1% | +560.6% | -449.5% | +89.0% |
| 5Y | +149.7% | -55.1% | +204.8% | +159.7% |
| All | +149.7% | -56.4% | +206.1% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling