+653.5%
APP vs CCEP
+85.5%
+568.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.7% |
| 7D | +0.9% | -3.1% | +3.9% | +1.4% |
| 30D | -23.3% | -2.6% | -20.7% | -23.0% |
| 3M | -42.6% | +14.9% | -57.6% | -43.7% |
| 6M | -33.6% | +2.3% | -35.9% | -33.5% |
| YTD | -52.4% | +17.8% | -70.3% | -54.5% |
| 1Y | -35.9% | +24.2% | -60.1% | -40.2% |
| All | +653.5% | +85.5% | +568.1% | +467.5% |
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 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