-35.0%
STRL vs CCEP
+36.6%
-71.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.0% |
| 7D | -26.9% | +2.6% | -29.5% | -25.4% |
| 30D | -52.7% | +15.1% | -67.8% | -50.2% |
| 3M | -52.8% | +7.3% | -60.1% | -50.8% |
| 6M | -71.5% | +23.4% | -94.9% | -70.8% |
| YTD | -17.4% | +29.4% | -46.8% | -11.8% |
| 1Y | -35.0% | +34.2% | -69.2% | -30.1% |
| All | -35.0% | +36.6% | -71.6% | -30.1% |
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