+1,291.3%
CCEP vs STLA
+189.9%
+1,101.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.6% | -4.5% | +7.1% | +3.3% |
| 30D | +15.1% | -3.9% | +19.0% | +15.7% |
| 3M | +7.3% | -20.2% | +27.5% | +10.7% |
| 6M | +23.4% | -42.2% | +65.6% | +33.9% |
| YTD | +29.4% | -59.3% | +88.7% | +47.4% |
| 1Y | +34.2% | -56.1% | +90.3% | +50.5% |
| 3Y | +108.4% | -73.7% | +182.0% | +148.1% |
| 5Y | +147.3% | -70.3% | +217.5% | +182.6% |
| 10Y | +301.3% | +23.1% | +278.3% | +275.3% |
| All | +1,291.3% | +189.9% | +1,101.4% | +1,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling