+17,723.7%
CAT vs CCEP
+7,553.0%
+10,170.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -10.3% | +2.6% | -12.9% | -11.1% |
| 30D | -31.2% | +15.1% | -46.3% | -34.1% |
| 3M | -34.7% | +7.3% | -41.9% | -36.3% |
| 6M | -39.5% | +23.4% | -62.9% | -43.7% |
| YTD | -1.7% | +29.4% | -31.1% | -9.8% |
| 1Y | -1.1% | +34.2% | -35.4% | -10.3% |
| 3Y | +143.9% | +108.4% | +35.5% | +92.1% |
| 5Y | +194.8% | +147.3% | +47.5% | +118.7% |
| 10Y | +739.8% | +301.3% | +438.4% | +430.0% |
| All | +17,723.7% | +7,553.0% | +10,170.7% | +5,417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling