+818.6%
CTAS vs CCEP
+336.4%
+482.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +10.2% | +11.0% | -0.7% | +5.2% |
| 3M | +12.1% | +9.2% | +2.9% | +7.6% |
| 6M | +38.3% | +27.2% | +11.1% | +23.9% |
| YTD | +21.9% | +30.3% | -8.4% | +7.6% |
| 1Y | +24.0% | +28.7% | -4.6% | +10.0% |
| 3Y | +75.1% | +109.4% | -34.3% | +23.0% |
| 5Y | +116.9% | +144.1% | -27.1% | +39.1% |
| All | +818.6% | +336.4% | +482.1% | +390.1% |
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