+255.7%
APLD vs CCEP
+111.2%
+144.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.3% | +5.4% | -11.7% | -5.7% |
| 30D | -29.6% | +12.8% | -42.3% | -29.2% |
| 3M | -42.6% | +10.9% | -53.5% | -42.2% |
| 6M | -59.6% | +25.6% | -85.2% | -60.0% |
| YTD | -32.0% | +31.0% | -63.0% | -33.0% |
| 1Y | -46.9% | +32.3% | -79.2% | -47.8% |
| 3Y | +255.7% | +110.5% | +145.1% | +153.6% |
| All | +255.7% | +111.2% | +144.4% | +153.6% |
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