+1,855.9%
CCEP vs RCAT
-100.0%
+1,955.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +7.3% | -53.4% | +60.7% | +7.5% |
| 6M | +23.4% | -62.0% | +85.4% | +23.7% |
| YTD | +29.4% | -49.1% | +78.5% | +29.5% |
| 1Y | +34.2% | -53.1% | +87.4% | +34.3% |
| 3Y | +108.4% | +318.7% | -210.3% | +105.8% |
| 5Y | +147.3% | +48.5% | +98.7% | +144.6% |
| 10Y | +301.3% | -99.6% | +401.0% | +277.3% |
| All | +1,855.9% | -100.0% | +1,955.9% | +1,483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling