+85.8%
CCEP vs STLD
+135.5%
-49.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | -3.1% | +3.1% | -6.2% | -3.2% |
| 30D | -2.6% | -9.0% | +6.4% | -2.2% |
| 3M | +14.9% | -12.4% | +27.3% | +15.7% |
| 6M | +2.3% | +25.5% | -23.2% | +0.5% |
| YTD | +17.8% | +43.6% | -25.8% | +15.2% |
| 1Y | +24.2% | +87.2% | -63.0% | +19.9% |
| All | +85.8% | +135.5% | -49.7% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling