+74.9%
USAR vs CCEP
+76.1%
-1.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | -1.4% |
| 7D | -2.1% | -3.1% | +0.9% | -3.0% |
| 30D | +2.6% | -2.6% | +5.2% | +1.9% |
| 3M | -35.0% | +14.9% | -49.9% | -32.3% |
| 6M | -6.9% | +2.3% | -9.1% | -6.5% |
| YTD | +48.0% | +17.8% | +30.1% | +57.2% |
| 1Y | +24.8% | +24.2% | +0.6% | +33.8% |
| 3Y | +73.2% | +84.7% | -11.5% | +81.2% |
| All | +74.9% | +76.1% | -1.2% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling