-14.5%
USAR vs CCEP
+108.8%
-123.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.9% |
| 7D | -1.1% | +1.7% | -2.7% | -0.3% |
| 30D | -30.3% | +12.7% | -43.0% | -27.0% |
| 3M | -54.7% | +8.5% | -63.2% | -53.2% |
| 6M | -67.5% | +25.6% | -93.1% | -64.6% |
| YTD | -26.4% | +30.9% | -57.3% | -17.9% |
| 1Y | -49.5% | +32.0% | -81.5% | -43.6% |
| 3Y | -14.5% | +110.9% | -125.4% | -6.2% |
| All | -14.5% | +108.8% | -123.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling