+657.6%
STM vs CCEP
+244.1%
+413.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.9% |
| 7D | +5.2% | -1.0% | +6.2% | +5.6% |
| 30D | -7.4% | -1.6% | -5.8% | -6.9% |
| 3M | -30.6% | +11.9% | -42.5% | -35.0% |
| 6M | +66.4% | +7.5% | +58.9% | +58.8% |
| YTD | +101.1% | +18.7% | +82.4% | +81.7% |
| 1Y | +97.4% | +21.4% | +76.0% | +75.5% |
| 3Y | +21.1% | +89.1% | -68.0% | -16.2% |
| 5Y | +22.5% | +108.7% | -86.2% | -20.5% |
| 10Y | +657.6% | +241.0% | +416.6% | +312.3% |
| All | +657.6% | +244.1% | +413.5% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling