-54.5%
APTV vs CCEP
+89.4%
-143.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.8% |
| 7D | +2.0% | -1.0% | +2.9% | +2.2% |
| 30D | -7.7% | -1.6% | -6.1% | -7.4% |
| 3M | -34.0% | +11.9% | -45.9% | -35.8% |
| 6M | -37.1% | +7.5% | -44.5% | -38.2% |
| YTD | -39.9% | +18.7% | -58.6% | -43.0% |
| 1Y | -44.4% | +21.4% | -65.8% | -47.7% |
| 3Y | -54.5% | +89.1% | -143.6% | -65.5% |
| All | -54.5% | +89.4% | -143.9% | -65.5% |
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