+11,964.0%
STRL vs CCEP
+7,015.3%
+4,948.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +23.4% | -0.3% | +23.7% | +23.6% |
| 30D | -39.5% | +11.0% | -50.5% | -41.3% |
| 3M | -45.1% | +9.2% | -54.3% | -46.7% |
| 6M | -64.6% | +27.2% | -91.8% | -67.1% |
| YTD | -1.5% | +30.3% | -31.8% | -8.9% |
| 1Y | -20.8% | +28.7% | -49.5% | -26.5% |
| 3Y | +353.1% | +109.4% | +243.7% | +270.4% |
| 5Y | +942.9% | +144.1% | +798.8% | +717.2% |
| 10Y | +3,847.6% | +332.0% | +3,515.6% | +2,636.4% |
| All | +11,964.0% | +7,015.3% | +4,948.7% | +4,420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling