+148.3%
CCEP vs STLD
+274.1%
-125.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.8% |
| 7D | +2.1% | +2.9% | -0.8% | +1.7% |
| 30D | +10.6% | -5.6% | +16.1% | +11.2% |
| 3M | +10.3% | -11.7% | +22.0% | +11.7% |
| 6M | +31.1% | -2.8% | +33.9% | +30.6% |
| YTD | +32.1% | +36.4% | -4.3% | +25.3% |
| 1Y | +32.8% | +50.0% | -17.2% | +24.3% |
| 3Y | +111.3% | +122.3% | -11.0% | +80.5% |
| All | +148.3% | +274.1% | -125.8% | +77.3% |
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