+8,101.4%
CCEP vs STZ
+9,621.1%
-1,519.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -3.1% | -1.9% | -1.1% | -2.6% |
| 30D | -2.6% | -1.9% | -0.7% | -2.2% |
| 3M | +14.9% | -6.2% | +21.2% | +16.5% |
| 6M | +2.3% | -14.0% | +16.3% | +5.6% |
| YTD | +17.8% | -5.1% | +23.0% | +18.6% |
| 1Y | +24.2% | -9.6% | +33.8% | +26.1% |
| 3Y | +84.7% | -47.2% | +132.0% | +110.6% |
| 5Y | +103.2% | -33.6% | +136.8% | +118.7% |
| 10Y | +257.4% | -9.8% | +267.1% | +254.6% |
| All | +8,101.4% | +9,621.1% | -1,519.7% | +3,803.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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