+335.5%
CCEP vs CASY
+565.2%
-229.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.4% |
| 7D | +1.8% | +5.8% | -4.1% | +0.1% |
| 30D | +12.2% | +10.7% | +1.5% | +9.0% |
| 3M | +10.7% | -13.9% | +24.5% | +14.8% |
| 6M | +27.5% | -18.4% | +45.9% | +33.1% |
| YTD | +31.3% | +29.6% | +1.7% | +18.1% |
| 1Y | +29.9% | +32.8% | -2.9% | +15.7% |
| 3Y | +111.1% | +162.3% | -51.2% | +46.5% |
| 5Y | +142.3% | +265.0% | -122.7% | +46.2% |
| 10Y | +335.5% | +555.4% | -219.9% | +129.4% |
| All | +335.5% | +565.2% | -229.7% | +129.4% |
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