+506.6%
APP vs CCEP
+154.3%
+352.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +61.1% | +5.4% | +55.7% | +57.2% |
| 30D | +42.8% | +12.8% | +30.0% | +33.7% |
| 3M | +16.7% | +10.9% | +5.8% | +10.0% |
| 6M | -15.6% | +25.6% | -41.2% | -25.7% |
| YTD | -41.3% | +31.0% | -72.3% | -50.8% |
| 1Y | -39.3% | +32.3% | -71.5% | -49.6% |
| 3Y | +803.2% | +110.5% | +692.7% | +412.5% |
| 5Y | +313.2% | +141.8% | +171.3% | +105.4% |
| All | +506.6% | +154.3% | +352.3% | +197.5% |
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