+32.3%
CCEP vs CASY
+31.3%
+1.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +5.4% | +5.0% | +0.4% | +4.8% |
| 30D | +12.8% | +8.2% | +4.6% | +11.9% |
| 3M | +10.9% | -18.2% | +29.0% | +12.6% |
| 6M | +25.6% | -18.6% | +44.2% | +28.6% |
| YTD | +31.0% | +26.8% | +4.2% | +21.6% |
| 1Y | +32.3% | +31.6% | +0.7% | +21.0% |
| All | +32.3% | +31.3% | +1.0% | +21.0% |
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