-21.4%
USAR vs CCEP
+95.7%
-117.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.6% | -9.6% |
| 7D | -9.1% | +5.4% | -14.4% | -7.4% |
| 30D | -36.9% | +12.8% | -49.7% | -34.3% |
| 3M | -58.4% | +10.9% | -69.3% | -56.9% |
| 6M | -70.6% | +25.6% | -96.3% | -68.3% |
| YTD | -33.4% | +31.0% | -64.4% | -26.7% |
| 1Y | -54.0% | +32.3% | -86.3% | -49.2% |
| 3Y | -22.7% | +110.5% | -133.2% | -16.2% |
| All | -21.4% | +95.7% | -117.1% | -14.7% |
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