+107.2%
CCEP vs OUST
-56.2%
+163.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.1% |
| 7D | -3.1% | +5.2% | -8.3% | -3.1% |
| 30D | -2.6% | -19.3% | +16.7% | -2.4% |
| 3M | +14.9% | -22.6% | +37.6% | +14.9% |
| 6M | +2.3% | +62.8% | -60.5% | +0.4% |
| YTD | +17.8% | +68.3% | -50.5% | +15.5% |
| 1Y | +24.2% | +28.5% | -4.3% | +22.0% |
| 3Y | +84.7% | +554.0% | -469.3% | +65.6% |
| All | +107.2% | -56.2% | +163.4% | +124.2% |
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