+36.8%
CCEP vs STLA
-53.0%
+89.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.6% |
| 7D | +4.2% | -0.6% | +4.9% | +4.3% |
| 30D | +14.2% | +3.6% | +10.6% | +13.8% |
| 3M | +9.1% | -20.6% | +29.8% | +10.3% |
| 6M | +26.9% | -34.3% | +61.2% | +29.6% |
| YTD | +29.1% | -57.3% | +86.4% | +33.8% |
| 1Y | +36.8% | -52.6% | +89.4% | +39.3% |
| All | +36.8% | -53.0% | +89.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling