+22.7%
USB vs CCEP
+157.0%
-134.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.6% |
| 7D | -1.5% | +5.7% | -7.2% | -3.6% |
| 30D | +4.3% | +15.3% | -11.0% | -1.3% |
| 3M | -6.1% | +8.0% | -14.1% | -9.0% |
| 6M | +9.4% | +26.7% | -17.3% | -0.5% |
| YTD | +15.2% | +30.7% | -15.5% | +2.8% |
| 1Y | +32.8% | +36.5% | -3.8% | +16.3% |
| 3Y | +91.3% | +111.1% | -19.8% | +35.0% |
| 5Y | +22.7% | +149.7% | -127.1% | -22.6% |
| All | +22.7% | +157.0% | -134.4% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling