+270.9%
APH vs CCEP
+113.9%
+157.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.6% |
| 7D | +4.9% | +2.1% | +2.8% | +5.1% |
| 30D | -5.4% | +10.6% | -16.0% | -4.8% |
| 3M | -5.5% | +10.3% | -15.8% | -4.9% |
| 6M | +25.9% | +31.1% | -5.2% | +25.0% |
| YTD | +16.4% | +32.1% | -15.8% | +16.2% |
| 1Y | +16.5% | +32.8% | -16.3% | +16.3% |
| 3Y | +270.9% | +111.3% | +159.5% | +232.6% |
| All | +270.9% | +113.9% | +157.0% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling