+23,259.8%
CTAS vs CCEP
+6,869.6%
+16,390.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -1.8% | -3.1% | +1.2% | -0.9% |
| 30D | -0.2% | -2.6% | +2.4% | +0.5% |
| 3M | +11.7% | +14.9% | -3.2% | +7.1% |
| 6M | +0.7% | +2.3% | -1.5% | -0.2% |
| YTD | +7.4% | +17.8% | -10.4% | +2.0% |
| 1Y | -2.1% | +24.2% | -26.3% | -8.6% |
| 3Y | +62.9% | +84.7% | -21.8% | +34.9% |
| 5Y | +111.9% | +103.2% | +8.7% | +68.6% |
| 10Y | +652.2% | +257.4% | +394.8% | +403.9% |
| All | +23,259.8% | +6,869.6% | +16,390.1% | +7,313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling