+8,438.8%
USB vs CCEP
+6,869.6%
+1,569.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | +0.7% |
| 7D | +1.4% | -3.1% | +4.5% | +2.4% |
| 30D | -1.3% | -2.6% | +1.3% | -0.5% |
| 3M | +15.2% | +14.9% | +0.3% | +10.2% |
| 6M | +18.8% | +2.3% | +16.6% | +17.6% |
| YTD | +21.0% | +17.8% | +3.2% | +14.4% |
| 1Y | +34.0% | +24.2% | +9.8% | +24.4% |
| 3Y | +95.3% | +84.7% | +10.6% | +58.9% |
| 5Y | +40.4% | +103.2% | -62.8% | +9.7% |
| 10Y | +107.3% | +257.4% | -150.1% | +36.6% |
| All | +8,438.8% | +6,869.6% | +1,569.2% | +2,825.9% |
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