+228.1%
CCEP vs USHY
+50.7%
+177.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -0.1% | -2.9% | -2.9% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | +14.9% | +0.8% | +14.1% | +13.5% |
| 6M | +2.3% | +1.7% | +0.5% | -0.2% |
| YTD | +17.8% | +2.5% | +15.4% | +13.7% |
| 1Y | +24.2% | +4.4% | +19.8% | +16.5% |
| 3Y | +84.7% | +27.4% | +57.4% | +27.6% |
| 5Y | +103.2% | +21.7% | +81.5% | +53.8% |
| All | +228.1% | +50.7% | +177.3% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling