+183.3%
CAT vs CCEP
+148.1%
+35.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -10.3% | +2.6% | -12.9% | -10.8% |
| 30D | -31.2% | +15.1% | -46.3% | -33.5% |
| 3M | -34.7% | +7.3% | -41.9% | -35.9% |
| 6M | -39.5% | +23.4% | -62.9% | -43.1% |
| YTD | -1.7% | +29.4% | -31.1% | -8.8% |
| 1Y | -1.1% | +34.2% | -35.4% | -9.4% |
| 3Y | +143.9% | +108.4% | +35.5% | +85.8% |
| All | +183.3% | +148.1% | +35.2% | +96.9% |
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