+443.6%
STX vs CCEP
+148.1%
+295.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -28.5% | +2.6% | -31.1% | -28.8% |
| 30D | -42.9% | +15.1% | -58.1% | -44.6% |
| 3M | -45.9% | +7.3% | -53.2% | -46.8% |
| 6M | -41.3% | +23.4% | -64.7% | -44.8% |
| YTD | +67.9% | +29.4% | +38.5% | +55.4% |
| 1Y | +66.5% | +34.2% | +32.3% | +51.9% |
| 3Y | +588.0% | +108.4% | +479.6% | +397.3% |
| All | +443.6% | +148.1% | +295.5% | +255.8% |
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