+148.2%
CCEP vs RCAT
+46.9%
+101.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.6% | -1.1% |
| 7D | +2.6% | -12.7% | +15.3% | +2.6% |
| 30D | +15.1% | -34.3% | +49.4% | +15.4% |
| 3M | +7.3% | -53.4% | +60.7% | +7.8% |
| 6M | +23.4% | -62.0% | +85.4% | +23.9% |
| YTD | +29.4% | -49.1% | +78.5% | +29.0% |
| 1Y | +34.2% | -53.1% | +87.4% | +33.8% |
| 3Y | +108.4% | +318.7% | -210.3% | +89.9% |
| All | +148.2% | +46.9% | +101.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling