+2,285.7%
STM vs CCEP
+5,875.9%
-3,590.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.0% |
| 7D | +5.8% | -3.1% | +8.9% | +7.0% |
| 30D | -1.0% | -2.6% | +1.6% | -0.2% |
| 3M | -33.3% | +14.9% | -48.2% | -37.2% |
| 6M | +57.4% | +2.3% | +55.1% | +54.9% |
| YTD | +102.2% | +17.8% | +84.3% | +88.0% |
| 1Y | +99.6% | +24.2% | +75.4% | +81.4% |
| 3Y | +14.5% | +84.7% | -70.2% | -11.2% |
| 5Y | +21.4% | +103.2% | -81.8% | -9.1% |
| 10Y | +695.0% | +257.4% | +437.6% | +372.9% |
| All | +2,285.7% | +5,875.9% | -3,590.2% | +596.8% |
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