+302.3%
CCEP vs STLA
+21.0%
+281.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.7% | -6.4% | +8.0% | +3.2% |
| 30D | +12.7% | -1.3% | +14.0% | +12.7% |
| 3M | +8.5% | -19.9% | +28.4% | +13.3% |
| 6M | +25.6% | -42.9% | +68.5% | +41.1% |
| YTD | +30.9% | -59.4% | +90.3% | +57.2% |
| 1Y | +32.0% | -56.8% | +88.8% | +55.5% |
| 3Y | +110.9% | -73.1% | +184.0% | +169.3% |
| 5Y | +138.5% | -70.1% | +208.5% | +184.4% |
| 10Y | +302.3% | +19.8% | +282.5% | +314.2% |
| All | +302.3% | +21.0% | +281.3% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling