-73.9%
USO vs CCEP
+1,556.9%
-1,630.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | +9.5% | -3.1% | +12.5% | +10.1% |
| 30D | +23.6% | -2.6% | +26.2% | +24.1% |
| 3M | +3.8% | +14.9% | -11.1% | +0.3% |
| 6M | +55.0% | +2.3% | +52.8% | +52.7% |
| YTD | +105.3% | +17.8% | +87.4% | +95.3% |
| 1Y | +91.4% | +24.2% | +67.2% | +79.4% |
| 3Y | +84.6% | +84.7% | -0.2% | +55.5% |
| 5Y | +191.7% | +103.2% | +88.5% | +135.7% |
| 10Y | +73.3% | +257.4% | -184.1% | +17.0% |
| All | -73.9% | +1,556.9% | -1,630.8% | -89.9% |
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