+193.5%
APTV vs CCEP
+726.4%
-532.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.8% |
| 7D | +4.8% | -3.1% | +7.9% | +6.6% |
| 30D | +2.0% | -2.6% | +4.6% | +3.3% |
| 3M | -34.2% | +14.9% | -49.2% | -39.6% |
| 6M | -34.7% | +2.3% | -36.9% | -36.1% |
| YTD | -37.0% | +17.8% | -54.8% | -43.5% |
| 1Y | -40.4% | +24.2% | -64.6% | -48.4% |
| 3Y | -54.1% | +84.7% | -138.8% | -69.5% |
| 5Y | -68.0% | +103.2% | -171.2% | -80.1% |
| 10Y | -15.5% | +257.4% | -272.9% | -62.3% |
| All | +193.5% | +726.4% | -532.9% | -18.2% |
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