+7,325.6%
STT vs CCEP
+6,869.6%
+456.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.4% |
| 7D | +0.5% | -3.1% | +3.5% | +1.7% |
| 30D | +3.9% | -2.6% | +6.5% | +4.8% |
| 3M | +20.0% | +14.9% | +5.0% | +13.3% |
| 6M | +55.3% | +2.3% | +53.1% | +53.0% |
| YTD | +53.3% | +17.8% | +35.5% | +42.5% |
| 1Y | +74.7% | +24.2% | +50.5% | +58.7% |
| 3Y | +205.8% | +84.7% | +121.1% | +135.5% |
| 5Y | +145.0% | +103.2% | +41.8% | +80.6% |
| 10Y | +266.0% | +257.4% | +8.6% | +114.8% |
| All | +7,325.6% | +6,869.6% | +456.0% | +1,433.7% |
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 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