+1,808.6%
STM vs CCEP
+6,461.9%
-4,653.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | -10.7% | +2.6% | -13.3% | -11.8% |
| 30D | -25.7% | +15.1% | -40.9% | -30.1% |
| 3M | -21.6% | +7.3% | -28.8% | -24.4% |
| 6M | -27.8% | +23.4% | -51.2% | -34.4% |
| YTD | +61.8% | +29.4% | +32.3% | +44.0% |
| 1Y | +78.1% | +34.2% | +43.9% | +56.2% |
| 3Y | +4.9% | +108.4% | -103.5% | -22.9% |
| 5Y | -14.3% | +147.3% | -161.5% | -40.7% |
| 10Y | +414.1% | +301.3% | +112.7% | +190.6% |
| All | +1,808.6% | +6,461.9% | -4,653.2% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling