+6,593.0%
STT vs CCEP
+7,667.7%
-1,074.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.4% | +1.8% | -1.3% | -0.2% |
| 30D | -0.4% | +12.2% | -12.6% | -5.0% |
| 3M | -6.5% | +10.7% | -17.1% | -10.5% |
| 6M | +17.2% | +27.5% | -10.3% | +5.8% |
| YTD | +38.2% | +31.3% | +6.9% | +22.7% |
| 1Y | +49.3% | +29.9% | +19.4% | +33.1% |
| 3Y | +181.9% | +111.1% | +70.8% | +105.6% |
| 5Y | +106.9% | +142.3% | -35.4% | +42.3% |
| 10Y | +203.1% | +335.5% | -132.3% | +65.3% |
| All | +6,593.0% | +7,667.7% | -1,074.7% | +1,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling