+148.3%
CCEP vs STLA
-74.6%
+222.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +2.1% | -13.8% | +15.9% | +4.7% |
| 30D | +10.6% | -10.5% | +21.1% | +12.6% |
| 3M | +10.3% | -28.9% | +39.2% | +16.5% |
| 6M | +31.1% | -49.7% | +80.8% | +47.1% |
| YTD | +32.1% | -64.9% | +97.0% | +57.1% |
| 1Y | +32.8% | -64.0% | +96.9% | +56.7% |
| 3Y | +111.3% | -77.4% | +188.8% | +172.4% |
| All | +148.3% | -74.6% | +222.9% | +187.6% |
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