+36.8%
CCEP vs CASY
+32.1%
+4.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.7% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | +14.2% | +9.4% | +4.7% | +13.2% |
| 3M | +9.1% | -20.6% | +29.7% | +11.3% |
| 6M | +26.9% | -20.7% | +47.6% | +30.3% |
| YTD | +29.1% | +22.5% | +6.6% | +19.4% |
| 1Y | +36.8% | +29.5% | +7.3% | +23.2% |
| All | +36.8% | +32.1% | +4.6% | +23.2% |
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