+154.5%
STT vs CCEP
+105.1%
+49.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.5% |
| 7D | +0.5% | -3.1% | +3.5% | +1.8% |
| 30D | +3.9% | -2.6% | +6.5% | +5.0% |
| 3M | +20.0% | +14.9% | +5.0% | +12.2% |
| 6M | +55.3% | +2.3% | +53.1% | +52.8% |
| YTD | +53.3% | +17.8% | +35.5% | +40.4% |
| 1Y | +74.7% | +24.2% | +50.5% | +55.1% |
| 3Y | +205.8% | +84.7% | +121.1% | +113.0% |
| All | +154.5% | +105.1% | +49.4% | +62.2% |
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