+81.2%
CCEP vs USHY
+27.6%
+53.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -3.7% | -0.1% | -3.5% | -3.5% |
| 30D | -2.1% | 0.0% | -2.0% | -2.0% |
| 3M | +7.2% | +0.8% | +6.3% | +6.2% |
| 6M | +3.3% | +1.9% | +1.4% | +1.3% |
| YTD | +15.7% | +2.3% | +13.4% | +13.0% |
| 1Y | +16.6% | +4.1% | +12.4% | +11.8% |
| All | +81.2% | +27.6% | +53.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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