+111.3%
CCEP vs RCAT
+331.8%
-220.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.4% |
| 7D | +2.1% | -5.9% | +8.0% | +2.1% |
| 30D | +10.6% | -19.7% | +30.2% | +10.5% |
| 3M | +10.3% | -62.9% | +73.2% | +9.8% |
| 6M | +31.1% | -59.6% | +90.7% | +30.4% |
| YTD | +32.1% | -52.1% | +84.2% | +31.4% |
| 1Y | +32.8% | -50.9% | +83.7% | +32.1% |
| 3Y | +111.3% | +333.8% | -222.5% | +109.1% |
| All | +111.3% | +331.8% | -220.5% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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