+688.6%
CAT vs CCEP
+342.6%
+346.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +7.4% | +2.1% | +5.3% | +6.7% |
| 30D | -19.7% | +10.6% | -30.3% | -22.7% |
| 3M | -29.6% | +10.3% | -39.9% | -32.4% |
| 6M | -33.2% | +31.1% | -64.3% | -40.3% |
| YTD | +5.7% | +32.1% | -26.5% | -5.9% |
| 1Y | +9.3% | +32.8% | -23.5% | -3.0% |
| 3Y | +158.3% | +111.3% | +47.0% | +86.0% |
| 5Y | +211.6% | +147.5% | +64.1% | +106.3% |
| All | +688.6% | +342.6% | +346.1% | +337.6% |
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