+50.1%
STT vs CCEP
+30.9%
+19.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +4.8% | +2.1% | +2.7% | +4.7% |
| 30D | +3.9% | +10.6% | -6.7% | +3.6% |
| 3M | -8.2% | +10.3% | -18.5% | -8.4% |
| 6M | +15.6% | +31.1% | -15.5% | +13.9% |
| YTD | +37.6% | +32.1% | +5.5% | +38.5% |
| 1Y | +50.1% | +32.8% | +17.3% | +51.3% |
| All | +50.1% | +30.9% | +19.2% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling