+15.7%
STM vs CCEP
+85.5%
-69.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.7% |
| 7D | +5.8% | -3.1% | +8.9% | +6.7% |
| 30D | -1.0% | -2.6% | +1.6% | -0.4% |
| 3M | -33.3% | +14.9% | -48.2% | -36.8% |
| 6M | +57.4% | +2.3% | +55.1% | +55.3% |
| YTD | +102.2% | +17.8% | +84.3% | +89.3% |
| 1Y | +99.6% | +24.2% | +75.4% | +81.9% |
| All | +15.7% | +85.5% | -69.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling