+10,012.8%
STRL vs CCEP
+6,966.6%
+3,046.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | -26.9% | +2.6% | -29.5% | -27.6% |
| 30D | -52.7% | +15.1% | -67.8% | -54.5% |
| 3M | -52.8% | +7.3% | -60.1% | -54.0% |
| 6M | -71.5% | +23.4% | -94.9% | -73.3% |
| YTD | -17.4% | +29.4% | -46.8% | -23.5% |
| 1Y | -35.0% | +34.2% | -69.2% | -40.3% |
| 3Y | +239.2% | +108.4% | +130.9% | +177.3% |
| 5Y | +830.2% | +147.3% | +682.9% | +626.2% |
| 10Y | +3,574.7% | +301.3% | +3,273.4% | +2,477.3% |
| All | +10,012.8% | +6,966.6% | +3,046.2% | +3,693.9% |
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