+43.8%
CAVA vs CCEP
+82.6%
-38.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | -12.4% | -5.7% | -6.7% | -10.1% |
| 30D | -11.2% | -3.4% | -7.8% | -9.8% |
| 3M | -33.8% | +5.5% | -39.3% | -35.2% |
| 6M | -32.5% | +2.2% | -34.7% | -33.3% |
| YTD | -8.0% | +14.6% | -22.6% | -12.8% |
| 1Y | -17.1% | +18.9% | -36.0% | -22.7% |
| All | +43.8% | +82.6% | -38.8% | +3.2% |
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