+99.4%
STT vs CCEP
+148.1%
-48.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.6% |
| 30D | -5.0% | +15.1% | -20.1% | -10.8% |
| 3M | -10.5% | +7.3% | -17.7% | -13.5% |
| 6M | +10.0% | +23.4% | -13.4% | -0.8% |
| YTD | +30.7% | +29.4% | +1.3% | +14.3% |
| 1Y | +43.8% | +34.2% | +9.5% | +23.2% |
| 3Y | +168.1% | +108.4% | +59.7% | +74.0% |
| All | +99.4% | +148.1% | -48.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling