+378.5%
APP vs CCEP
+130.5%
+248.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | -10.0% | -1.6% | -8.4% | -9.5% |
| 3M | -44.6% | +11.9% | -56.5% | -48.0% |
| 6M | -37.9% | +7.5% | -45.3% | -40.7% |
| YTD | -53.7% | +18.7% | -72.4% | -59.1% |
| 1Y | -43.0% | +21.4% | -64.4% | -50.7% |
| 3Y | +640.8% | +89.1% | +551.7% | +346.2% |
| 5Y | +358.8% | +108.7% | +250.1% | +141.7% |
| All | +378.5% | +130.5% | +248.0% | +147.8% |
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