+229.3%
APLD vs CCEP
+182.8%
+46.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.4% |
| 7D | +2.7% | +2.1% | +0.6% | +1.7% |
| 30D | -21.4% | +10.6% | -32.0% | -26.6% |
| 3M | -47.8% | +10.3% | -58.2% | -51.5% |
| 6M | -64.9% | +31.1% | -96.0% | -71.5% |
| YTD | -34.9% | +32.1% | -67.0% | -48.1% |
| 1Y | -30.7% | +32.8% | -63.6% | -45.4% |
| 3Y | +305.3% | +111.3% | +194.0% | +63.4% |
| All | +229.3% | +182.8% | +46.5% | +8.0% |
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