+335.5%
CCEP vs STLA
+0.5%
+335.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | +1.8% | -11.6% | +13.4% | +4.7% |
| 30D | +12.2% | -6.2% | +18.3% | +13.5% |
| 3M | +10.7% | -24.6% | +35.3% | +17.3% |
| 6M | +27.5% | -44.9% | +72.4% | +44.8% |
| YTD | +31.3% | -62.3% | +93.6% | +61.2% |
| 1Y | +29.9% | -61.8% | +91.7% | +58.4% |
| 3Y | +111.1% | -75.3% | +186.4% | +177.2% |
| 5Y | +142.3% | -72.5% | +214.9% | +196.3% |
| 10Y | +335.5% | +0.8% | +334.7% | +281.1% |
| All | +335.5% | +0.5% | +335.0% | +281.1% |
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