-17.9%
USAR vs CCEP
+96.3%
-114.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +0.8% | +1.8% | -1.0% | +1.4% |
| 30D | -30.1% | +12.2% | -42.2% | -27.2% |
| 3M | -56.3% | +10.7% | -67.0% | -54.7% |
| 6M | -68.6% | +27.5% | -96.1% | -66.0% |
| YTD | -30.5% | +31.3% | -61.9% | -23.4% |
| 1Y | -53.5% | +29.9% | -83.4% | -48.7% |
| 3Y | -19.3% | +111.1% | -130.4% | -12.5% |
| All | -17.9% | +96.3% | -114.2% | -11.0% |
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