-15.7%
STM vs CCEP
+148.1%
-163.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | -10.7% | +2.6% | -13.3% | -12.2% |
| 30D | -25.7% | +15.1% | -40.9% | -31.8% |
| 3M | -21.6% | +7.3% | -28.8% | -25.4% |
| 6M | -27.8% | +23.4% | -51.2% | -37.5% |
| YTD | +61.8% | +29.4% | +32.3% | +35.1% |
| 1Y | +78.1% | +34.2% | +43.9% | +45.0% |
| 3Y | +4.9% | +108.4% | -103.5% | -40.9% |
| All | -15.7% | +148.1% | -163.8% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling