+528.8%
APP vs CCEP
+154.2%
+374.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.2% |
| 7D | +79.2% | +1.7% | +77.5% | +77.7% |
| 30D | +48.0% | +12.7% | +35.3% | +38.6% |
| 3M | +18.2% | +8.5% | +9.7% | +12.7% |
| 6M | -12.5% | +25.6% | -38.1% | -23.0% |
| YTD | -39.2% | +30.9% | -70.1% | -49.0% |
| 1Y | -33.9% | +32.0% | -65.8% | -45.1% |
| 3Y | +933.3% | +110.9% | +822.3% | +485.4% |
| 5Y | +295.9% | +138.5% | +157.4% | +97.6% |
| All | +528.8% | +154.2% | +374.6% | +208.5% |
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