-24.4%
STRL vs CCEP
+32.5%
-56.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.2% | +13.8% | +15.5% |
| 7D | -13.3% | +1.7% | -15.0% | -11.7% |
| 30D | -43.3% | +12.7% | -56.0% | -40.5% |
| 3M | -46.9% | +8.5% | -55.4% | -44.3% |
| 6M | -65.6% | +25.6% | -91.2% | -65.0% |
| YTD | -5.1% | +30.9% | -36.0% | +0.8% |
| All | -24.4% | +32.5% | -56.9% | -19.3% |
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