+446.2%
APP vs CCEP
+153.8%
+292.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.3% | +29.8% | +30.4% |
| 7D | +39.7% | +5.7% | +34.0% | +35.7% |
| 30D | +27.7% | +15.3% | +12.4% | +18.2% |
| 3M | -14.8% | +8.0% | -22.8% | -18.5% |
| 6M | -25.5% | +26.7% | -52.2% | -34.9% |
| YTD | -47.2% | +30.7% | -77.8% | -55.7% |
| 1Y | -42.3% | +36.5% | -78.8% | -53.2% |
| 3Y | +806.8% | +111.1% | +695.7% | +413.5% |
| 5Y | +261.6% | +149.7% | +111.9% | +78.8% |
| All | +446.2% | +153.8% | +292.4% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling