+302.3%
CCEP vs STLD
+779.4%
-477.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | +1.7% | -9.7% | +11.3% | +3.7% |
| 30D | +12.7% | -4.5% | +17.2% | +13.5% |
| 3M | +8.5% | -13.1% | +21.6% | +11.0% |
| 6M | +25.6% | -2.8% | +28.3% | +24.9% |
| YTD | +30.9% | +35.3% | -4.4% | +20.6% |
| 1Y | +32.0% | +51.4% | -19.4% | +18.6% |
| 3Y | +110.9% | +117.9% | -7.0% | +68.1% |
| 5Y | +138.5% | +272.6% | -134.1% | +57.3% |
| 10Y | +302.3% | +782.2% | -479.9% | +105.1% |
| All | +302.3% | +779.4% | -477.1% | +105.1% |
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