+662.9%
CTAS vs CCEP
+244.1%
+418.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | 0.0% | -1.0% | +0.9% | +0.4% |
| 30D | -1.0% | -1.6% | +0.6% | -0.4% |
| 3M | +15.8% | +11.9% | +3.9% | +10.1% |
| 6M | -1.0% | +7.5% | -8.5% | -4.4% |
| YTD | +7.4% | +18.7% | -11.3% | -1.0% |
| 1Y | -0.1% | +21.4% | -21.5% | -9.1% |
| 3Y | +66.3% | +89.1% | -22.8% | +22.8% |
| 5Y | +111.0% | +108.7% | +2.3% | +45.9% |
| 10Y | +662.9% | +241.0% | +421.9% | +341.0% |
| All | +662.9% | +244.1% | +418.8% | +341.0% |
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