+66.2%
CART vs CCEP
+36.6%
+29.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +3.0% | +2.6% | +0.4% | +2.8% |
| 30D | +28.6% | +15.1% | +13.4% | +27.2% |
| 3M | +29.1% | +7.3% | +21.8% | +28.0% |
| 6M | +44.7% | +23.4% | +21.3% | +45.1% |
| YTD | +29.2% | +29.4% | -0.2% | +33.2% |
| 1Y | +66.2% | +34.2% | +31.9% | +67.0% |
| All | +66.2% | +36.6% | +29.5% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling