+343.1%
CCEP vs CASY
+555.0%
-211.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.1% | +3.6% | -1.5% | +1.1% |
| 30D | +10.6% | +9.1% | +1.5% | +7.9% |
| 3M | +10.3% | -16.5% | +26.8% | +15.5% |
| 6M | +31.1% | -19.7% | +50.8% | +37.6% |
| YTD | +32.1% | +29.3% | +2.9% | +18.9% |
| 1Y | +32.8% | +33.1% | -0.3% | +18.2% |
| 3Y | +111.3% | +158.5% | -47.2% | +47.2% |
| 5Y | +147.5% | +266.7% | -119.2% | +48.8% |
| All | +343.1% | +555.0% | -211.9% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling