+201.0%
STT vs CCEP
+299.9%
-98.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.6% |
| 7D | +0.9% | +1.7% | -0.7% | 0.0% |
| 30D | -2.3% | +12.7% | -15.0% | -8.5% |
| 3M | -7.0% | +8.5% | -15.5% | -11.3% |
| 6M | +15.5% | +25.6% | -10.1% | +1.4% |
| YTD | +35.6% | +30.9% | +4.7% | +15.5% |
| 1Y | +47.9% | +32.0% | +15.9% | +25.3% |
| 3Y | +181.1% | +110.9% | +70.2% | +79.1% |
| 5Y | +108.2% | +138.5% | -30.3% | +21.4% |
| 10Y | +201.0% | +302.3% | -101.3% | +44.0% |
| All | +201.0% | +299.9% | -98.9% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling