+27.6%
CAVA vs CCEP
+69.9%
-42.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -8.0% | -2.8% | -5.2% | -6.8% |
| 30D | -19.6% | -4.0% | -15.5% | -18.1% |
| 3M | -36.7% | +5.2% | -41.9% | -37.9% |
| 6M | -30.6% | +2.7% | -33.3% | -31.5% |
| YTD | -4.8% | +14.5% | -19.3% | -9.7% |
| 1Y | -13.1% | +17.2% | -30.3% | -18.3% |
| 3Y | +48.8% | +79.3% | -30.6% | +11.2% |
| All | +27.6% | +69.9% | -42.3% | -5.9% |
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 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