+254.7%
CCEP vs STLD
+1,105.0%
-850.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -3.1% | +3.1% | -6.2% | -3.7% |
| 30D | -2.6% | -9.0% | +6.4% | -0.9% |
| 3M | +14.9% | -12.4% | +27.3% | +17.5% |
| 6M | +2.3% | +25.5% | -23.2% | -3.4% |
| YTD | +17.8% | +43.6% | -25.8% | +7.8% |
| 1Y | +24.2% | +87.2% | -63.0% | +6.8% |
| 3Y | +84.7% | +135.2% | -50.5% | +45.7% |
| 5Y | +103.2% | +290.9% | -187.7% | +34.0% |
| All | +254.7% | +1,105.0% | -850.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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