+246.6%
CCEP vs OUST
-65.4%
+312.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -11.9% | +3.6% |
| 7D | +4.2% | -0.2% | +4.5% | +4.2% |
| 30D | +14.2% | -24.0% | +38.1% | +14.6% |
| 3M | +9.1% | -29.9% | +39.0% | +9.6% |
| 6M | +26.9% | +19.1% | +7.7% | +25.2% |
| YTD | +29.1% | +55.0% | -25.9% | +26.3% |
| 1Y | +36.8% | +21.2% | +15.6% | +34.5% |
| 3Y | +108.5% | +626.0% | -517.5% | +85.2% |
| 5Y | +155.8% | -51.6% | +207.4% | +152.9% |
| All | +246.6% | -65.4% | +312.0% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling