+86.5%
USO vs CCEP
+89.4%
-2.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +3.1% |
| 7D | +3.6% | -1.0% | +4.5% | +3.3% |
| 30D | +23.8% | -1.6% | +25.4% | +23.3% |
| 3M | +8.1% | +11.9% | -3.8% | +11.7% |
| 6M | +34.3% | +7.5% | +26.8% | +39.3% |
| YTD | +111.1% | +18.7% | +92.4% | +118.3% |
| 1Y | +99.9% | +21.4% | +78.5% | +106.9% |
| 3Y | +86.5% | +89.1% | -2.6% | +116.6% |
| All | +86.5% | +89.4% | -2.9% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling