+168.1%
STT vs CCEP
+109.7%
+58.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -2.5% | +2.6% | -5.1% | -3.0% |
| 30D | -5.0% | +15.1% | -20.1% | -7.7% |
| 3M | -10.5% | +7.3% | -17.7% | -11.8% |
| 6M | +10.0% | +23.4% | -13.4% | +4.8% |
| YTD | +30.7% | +29.4% | +1.3% | +22.4% |
| 1Y | +43.8% | +34.2% | +9.5% | +33.1% |
| 3Y | +168.1% | +108.4% | +59.7% | +126.7% |
| All | +168.1% | +109.7% | +58.3% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling