+213.4%
CAT vs CCEP
+140.5%
+72.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +1.7% | +1.8% | 0.0% | +1.4% |
| 30D | -24.6% | +12.2% | -36.7% | -26.6% |
| 3M | -28.5% | +10.7% | -39.2% | -30.3% |
| 6M | -34.8% | +27.5% | -62.3% | -39.3% |
| YTD | +5.9% | +31.3% | -25.4% | -2.3% |
| 1Y | +6.8% | +29.9% | -23.1% | -1.2% |
| 3Y | +161.1% | +111.1% | +50.0% | +96.9% |
| 5Y | +213.4% | +142.3% | +71.1% | +118.3% |
| All | +213.4% | +140.5% | +72.9% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling