+10.0%
APD vs CCEP
+148.1%
-138.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -3.7% | +2.6% | -6.2% | -4.5% |
| 30D | +9.6% | +15.1% | -5.5% | +4.4% |
| 3M | +1.6% | +7.3% | -5.6% | -1.0% |
| 6M | +2.2% | +23.4% | -21.2% | -5.4% |
| YTD | +25.9% | +29.4% | -3.5% | +13.9% |
| 1Y | +20.1% | +34.2% | -14.1% | +7.1% |
| 3Y | +12.4% | +108.4% | -96.0% | -17.4% |
| All | +10.0% | +148.1% | -138.1% | -26.0% |
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 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