-25.9%
STRL vs CCEP
+36.9%
-62.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.8% | -25.3% | -19.7% |
| 7D | -27.1% | +4.2% | -31.3% | -25.3% |
| 30D | -45.8% | +14.2% | -60.0% | -43.3% |
| 3M | -47.6% | +9.1% | -56.8% | -45.5% |
| 6M | -46.4% | +26.9% | -73.3% | -46.3% |
| YTD | -7.4% | +29.1% | -36.5% | -2.1% |
| 1Y | -25.9% | +36.8% | -62.6% | -23.2% |
| All | -25.9% | +36.9% | -62.8% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling