-64.6%
STRL vs CCEP
+26.2%
-90.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -1.9% |
| 7D | +23.4% | -0.3% | +23.7% | +22.6% |
| 30D | -39.5% | +11.0% | -50.5% | -28.8% |
| 3M | -45.1% | +9.2% | -54.3% | -36.2% |
| 6M | -64.6% | +27.2% | -91.8% | -45.8% |
| All | -64.6% | +26.2% | -90.8% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling