+269.3%
APLD vs CCEP
+181.1%
+88.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +7.8% | +1.8% | +6.1% | +6.8% |
| 30D | -23.0% | +12.2% | -35.1% | -28.7% |
| 3M | -39.7% | +10.7% | -50.3% | -44.0% |
| 6M | -59.8% | +27.5% | -87.3% | -66.8% |
| YTD | -27.0% | +31.3% | -58.3% | -41.6% |
| 1Y | -37.3% | +29.9% | -67.2% | -49.6% |
| 3Y | +281.9% | +111.1% | +170.8% | +53.2% |
| All | +269.3% | +181.1% | +88.1% | +21.5% |
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