+500.0%
APP vs CCEP
+151.3%
+348.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.4% |
| 7D | +71.2% | +2.6% | +68.6% | +69.0% |
| 30D | +39.1% | +15.1% | +23.9% | +28.7% |
| 3M | +16.5% | +7.3% | +9.3% | +11.8% |
| 6M | -16.6% | +23.4% | -40.0% | -26.0% |
| YTD | -41.9% | +29.4% | -71.3% | -51.1% |
| 1Y | -37.0% | +34.2% | -71.3% | -48.4% |
| 3Y | +892.4% | +108.4% | +784.1% | +466.1% |
| 5Y | +297.3% | +147.3% | +150.0% | +97.3% |
| All | +500.0% | +151.3% | +348.8% | +196.1% |
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