+201.5%
CAT vs CCEP
+85.5%
+116.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.9% |
| 7D | +1.7% | -3.1% | +4.8% | +1.9% |
| 30D | -6.6% | -2.6% | -4.0% | -6.4% |
| 3M | -13.3% | +14.9% | -28.2% | -15.1% |
| 6M | +11.6% | +2.3% | +9.4% | +10.6% |
| YTD | +42.9% | +17.8% | +25.1% | +40.2% |
| 1Y | +95.4% | +24.2% | +71.2% | +89.7% |
| All | +201.5% | +85.5% | +116.0% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling