-19.9%
USAR vs CCEP
+94.7%
-114.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.6% |
| 7D | +8.8% | -0.3% | +9.1% | +8.6% |
| 30D | -28.5% | +11.0% | -39.4% | -25.8% |
| 3M | -56.2% | +9.2% | -65.4% | -54.8% |
| 6M | -68.4% | +27.2% | -95.6% | -65.9% |
| YTD | -32.2% | +30.3% | -62.5% | -25.4% |
| 1Y | -52.3% | +28.7% | -81.0% | -47.6% |
| 3Y | -21.2% | +109.4% | -130.6% | -14.8% |
| All | -19.9% | +94.7% | -114.6% | -13.3% |
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