+25,810.5%
CTAS vs CCEP
+7,553.0%
+18,257.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | +12.8% | +15.1% | -2.4% | +8.2% |
| 3M | +10.3% | +7.3% | +3.0% | +7.9% |
| 6M | +32.0% | +23.4% | +8.6% | +23.9% |
| YTD | +19.1% | +29.4% | -10.3% | +10.0% |
| 1Y | +21.5% | +34.2% | -12.8% | +10.9% |
| 3Y | +76.0% | +108.4% | -32.3% | +40.7% |
| 5Y | +110.9% | +147.3% | -36.4% | +58.7% |
| 10Y | +849.8% | +301.3% | +548.5% | +515.6% |
| All | +25,810.5% | +7,553.0% | +18,257.5% | +7,896.7% |
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