+15.8%
APD vs CCEP
+140.3%
-124.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +9.4% | +11.0% | -1.5% | +5.5% |
| 3M | +4.7% | +9.2% | -4.5% | +1.3% |
| 6M | +5.5% | +27.2% | -21.7% | -3.4% |
| YTD | +31.4% | +30.3% | +1.1% | +18.5% |
| 1Y | +24.1% | +28.7% | -4.6% | +12.4% |
| 3Y | +28.8% | +109.4% | -80.6% | -5.8% |
| 5Y | +15.8% | +144.1% | -128.3% | -22.1% |
| All | +15.8% | +140.3% | -124.6% | -22.1% |
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