+154.8%
APA vs CCEP
+105.1%
+49.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.5% |
| 7D | +0.5% | -3.1% | +3.6% | +1.2% |
| 30D | +23.4% | -2.6% | +26.0% | +24.0% |
| 3M | +12.7% | +14.9% | -2.2% | +8.2% |
| 6M | +39.4% | +2.3% | +37.2% | +38.0% |
| YTD | +79.0% | +17.8% | +61.1% | +68.0% |
| 1Y | +88.8% | +24.2% | +64.6% | +73.0% |
| 3Y | +6.4% | +84.7% | -78.4% | -17.2% |
| All | +154.8% | +105.1% | +49.7% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling