+266.4%
STT vs CCEP
+237.8%
+28.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.3% |
| 7D | +1.0% | -3.7% | +4.6% | +2.9% |
| 30D | +2.8% | -2.1% | +4.9% | +3.8% |
| 3M | +18.1% | +7.2% | +11.0% | +13.3% |
| 6M | +59.2% | +3.3% | +55.9% | +55.1% |
| YTD | +51.5% | +15.7% | +35.8% | +38.2% |
| 1Y | +75.7% | +16.6% | +59.1% | +59.0% |
| 3Y | +200.8% | +84.3% | +116.5% | +106.5% |
| 5Y | +155.8% | +109.0% | +46.8% | +60.3% |
| 10Y | +266.4% | +238.1% | +28.2% | +95.1% |
| All | +266.4% | +237.8% | +28.6% | +95.1% |
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