+86.1%
USO vs CCEP
+236.5%
-150.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.7% |
| 7D | +11.5% | -5.7% | +17.2% | +12.2% |
| 30D | +24.1% | -3.4% | +27.5% | +24.6% |
| 3M | +17.9% | +5.5% | +12.4% | +16.7% |
| 6M | +49.6% | +2.2% | +47.4% | +48.4% |
| YTD | +129.0% | +14.6% | +114.4% | +121.9% |
| 1Y | +112.0% | +18.9% | +93.1% | +103.7% |
| 3Y | +102.3% | +82.6% | +19.7% | +77.2% |
| 5Y | +224.5% | +107.0% | +117.6% | +173.3% |
| All | +86.1% | +236.5% | -150.4% | +56.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling