+96.5%
STM vs CCEP
+36.9%
+59.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.8% | -9.9% | -5.2% |
| 7D | -6.0% | +4.2% | -10.3% | -5.1% |
| 30D | -20.9% | +14.2% | -35.1% | -19.8% |
| 3M | -15.8% | +9.1% | -24.9% | -14.6% |
| 6M | -17.0% | +26.9% | -43.9% | -17.8% |
| YTD | +76.8% | +29.1% | +47.7% | +87.0% |
| 1Y | +96.5% | +36.8% | +59.7% | +105.9% |
| All | +96.5% | +36.9% | +59.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling