+144.1%
CCEP vs CASY
+261.5%
-117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | +11.0% | +10.2% | +0.7% | +8.7% |
| 3M | +9.2% | -15.7% | +24.9% | +12.9% |
| 6M | +27.2% | -18.4% | +45.6% | +31.7% |
| YTD | +30.3% | +28.3% | +2.0% | +19.4% |
| 1Y | +28.7% | +32.6% | -3.9% | +16.7% |
| 3Y | +109.4% | +159.5% | -50.1% | +53.1% |
| 5Y | +144.1% | +263.9% | -119.8% | +48.0% |
| All | +144.1% | +261.5% | -117.5% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling