+357.9%
STRL vs CCEP
+112.6%
+245.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +5.0% |
| 7D | +7.1% | +1.8% | +5.4% | +7.4% |
| 30D | -39.4% | +12.2% | -51.5% | -38.9% |
| 3M | -43.0% | +10.7% | -53.6% | -42.5% |
| 6M | -65.0% | +27.5% | -92.5% | -65.8% |
| YTD | -0.8% | +31.3% | -32.1% | -2.8% |
| 1Y | -20.3% | +29.9% | -50.2% | -21.8% |
| All | +357.9% | +112.6% | +245.3% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling