+69.4%
USAR vs CCEP
+72.9%
-3.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -4.1% |
| 7D | -4.4% | -3.7% | -0.8% | -5.5% |
| 30D | -10.4% | -2.1% | -8.3% | -10.9% |
| 3M | -18.4% | +7.2% | -25.5% | -16.5% |
| 6M | -8.8% | +3.3% | -12.1% | -7.9% |
| YTD | +43.4% | +15.7% | +27.7% | +51.4% |
| 1Y | +21.0% | +16.6% | +4.4% | +27.9% |
| 3Y | +67.7% | +84.3% | -16.5% | +74.4% |
| All | +69.4% | +72.9% | -3.5% | +76.1% |
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