-24.7%
STRL vs CCEP
+32.6%
-57.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -19.8% | +5.4% | -25.2% | -17.3% |
| 30D | -43.6% | +12.8% | -56.3% | -40.8% |
| 3M | -45.2% | +10.9% | -56.1% | -42.6% |
| 6M | -65.7% | +25.6% | -91.4% | -65.1% |
| YTD | -5.4% | +31.0% | -36.4% | +0.4% |
| 1Y | -24.7% | +32.3% | -56.9% | -19.5% |
| All | -24.7% | +32.6% | -57.2% | -19.5% |
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