-5.8%
OSCR vs CCEP
+130.7%
-136.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -2.8% | +4.4% | +3.2% |
| 30D | +10.7% | -4.0% | +14.7% | +13.2% |
| 3M | +13.4% | +5.2% | +8.2% | +10.6% |
| 6M | +144.6% | +2.7% | +141.8% | +141.0% |
| YTD | +128.0% | +14.5% | +113.5% | +111.1% |
| 1Y | +68.7% | +17.2% | +51.5% | +53.8% |
| 3Y | +398.8% | +79.3% | +319.5% | +249.2% |
| 5Y | +87.3% | +106.8% | -19.5% | +15.4% |
| All | -5.8% | +130.7% | -136.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling