+84.4%
USO vs CCEP
+342.6%
-258.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.1% |
| 30D | -5.2% | +10.6% | -15.8% | -6.4% |
| 3M | +16.4% | +10.3% | +6.1% | +14.9% |
| 6M | +2.5% | +31.1% | -28.6% | -1.5% |
| YTD | +110.5% | +32.1% | +78.4% | +100.3% |
| 1Y | +108.4% | +32.8% | +75.6% | +98.1% |
| 3Y | +99.6% | +111.3% | -11.7% | +71.7% |
| 5Y | +160.1% | +147.5% | +12.6% | +112.8% |
| All | +84.4% | +342.6% | -258.2% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling