+24.2%
CCEP vs CASY
+51.2%
-27.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -2.6% | -11.3% | +8.7% | -1.5% |
| 3M | +14.9% | -0.6% | +15.6% | +14.0% |
| 6M | +2.3% | +10.7% | -8.5% | -2.4% |
| YTD | +17.8% | +37.1% | -19.3% | +7.4% |
| 1Y | +24.2% | +52.3% | -28.1% | +6.7% |
| All | +24.2% | +51.2% | -27.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling