+85.8%
CCEP vs STLA
-64.3%
+150.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.2% |
| 7D | -3.1% | +2.6% | -5.6% | -3.2% |
| 30D | -2.6% | -1.2% | -1.4% | -2.6% |
| 3M | +14.9% | -24.8% | +39.7% | +17.2% |
| 6M | +2.3% | -25.6% | +27.8% | +4.2% |
| YTD | +17.8% | -48.9% | +66.8% | +22.9% |
| 1Y | +24.2% | -38.8% | +63.0% | +26.9% |
| All | +85.8% | -64.3% | +150.1% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling