+107.2%
CCEP vs STLA
-62.4%
+169.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -3.1% | +2.6% | -5.6% | -3.5% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | +14.9% | -24.8% | +39.7% | +20.7% |
| 6M | +2.3% | -25.6% | +27.8% | +7.2% |
| YTD | +17.8% | -48.9% | +66.8% | +31.8% |
| 1Y | +24.2% | -38.8% | +63.0% | +31.8% |
| 3Y | +84.7% | -64.5% | +149.3% | +116.2% |
| All | +107.2% | -62.4% | +169.6% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling