+2,493.5%
CCEP vs STLD
+7,971.8%
-5,478.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.6% | +8.8% | +2.6% |
| 7D | +5.7% | -12.5% | +18.2% | +8.1% |
| 30D | +15.3% | -6.8% | +22.2% | +16.5% |
| 3M | +8.0% | -16.4% | +24.4% | +10.9% |
| 6M | +26.7% | -6.1% | +32.8% | +27.0% |
| YTD | +30.7% | +32.0% | -1.3% | +23.0% |
| 1Y | +36.5% | +45.5% | -9.0% | +26.2% |
| 3Y | +111.1% | +106.5% | +4.6% | +79.1% |
| 5Y | +149.7% | +267.2% | -117.5% | +86.0% |
| 10Y | +305.3% | +878.9% | -573.5% | +141.7% |
| All | +2,493.5% | +7,971.8% | -5,478.3% | +815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling