+813.9%
CTAS vs CCEP
+299.9%
+514.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.5% |
| 30D | +10.3% | +12.7% | -2.4% | +4.6% |
| 3M | +10.2% | +8.5% | +1.7% | +6.2% |
| 6M | +34.4% | +25.6% | +8.8% | +21.2% |
| YTD | +19.6% | +30.9% | -11.4% | +5.5% |
| 1Y | +21.8% | +32.0% | -10.2% | +7.0% |
| 3Y | +74.1% | +110.9% | -36.8% | +22.5% |
| 5Y | +114.0% | +138.5% | -24.4% | +39.7% |
| 10Y | +813.9% | +302.3% | +511.6% | +400.0% |
| All | +813.9% | +299.9% | +514.0% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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