+294.7%
CCEP vs CASY
+553.2%
-258.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +15.1% | +8.7% | +6.4% | +12.4% |
| 3M | +7.3% | -17.3% | +24.6% | +12.6% |
| 6M | +23.4% | -19.7% | +43.1% | +29.4% |
| YTD | +29.4% | +24.8% | +4.6% | +17.6% |
| 1Y | +34.2% | +31.9% | +2.3% | +19.6% |
| 3Y | +108.4% | +155.4% | -47.0% | +45.2% |
| 5Y | +147.3% | +250.6% | -103.3% | +50.4% |
| All | +294.7% | +553.2% | -258.5% | +102.8% |
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