+75.2%
STRL vs CCEP
+23.2%
+51.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.5% |
| 7D | +10.1% | -1.0% | +11.1% | +9.8% |
| 30D | -8.2% | -1.6% | -6.6% | -8.4% |
| 3M | -43.7% | +11.9% | -55.6% | -42.9% |
| 6M | +27.1% | +7.5% | +19.7% | +24.8% |
| YTD | +64.0% | +18.7% | +45.3% | +77.4% |
| 1Y | +75.2% | +21.4% | +53.8% | +96.6% |
| All | +75.2% | +23.2% | +51.9% | +96.6% |
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 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