+164.3%
APD vs CCEP
+251.0%
-86.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | -2.2% | -3.1% | +0.8% | -1.1% |
| 30D | +2.1% | -2.6% | +4.7% | +3.0% |
| 3M | +7.2% | +14.9% | -7.8% | +1.7% |
| 6M | +11.2% | +2.3% | +9.0% | +9.8% |
| YTD | +24.4% | +17.8% | +6.5% | +16.2% |
| 1Y | +6.7% | +24.2% | -17.5% | -2.5% |
| 3Y | +9.2% | +84.7% | -75.5% | -15.1% |
| 5Y | +27.4% | +103.2% | -75.8% | -6.2% |
| All | +164.3% | +251.0% | -86.7% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling