+107.2%
CCEP vs STLD
+292.4%
-185.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | -3.1% | +3.1% | -6.2% | -3.5% |
| 30D | -2.6% | -9.0% | +6.4% | -1.5% |
| 3M | +14.9% | -12.4% | +27.3% | +16.6% |
| 6M | +2.3% | +25.5% | -23.2% | -1.4% |
| YTD | +17.8% | +43.6% | -25.8% | +11.4% |
| 1Y | +24.2% | +87.2% | -63.0% | +12.9% |
| 3Y | +84.7% | +135.2% | -50.5% | +57.4% |
| All | +107.2% | +292.4% | -185.2% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling