+111.3%
CCEP vs USHY
+25.4%
+85.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +2.1% | -0.4% | +2.5% | +2.6% |
| 30D | +10.6% | +0.6% | +10.0% | +9.9% |
| 3M | +10.3% | -2.0% | +12.3% | +12.7% |
| 6M | +31.1% | -0.5% | +31.6% | +31.8% |
| YTD | +32.1% | +0.6% | +31.5% | +31.4% |
| 1Y | +32.8% | +2.1% | +30.7% | +30.2% |
| 3Y | +111.3% | +25.3% | +86.0% | +85.3% |
| All | +111.3% | +25.4% | +85.9% | +85.3% |
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