+16,011.1%
STX vs CCEP
+1,512.6%
+14,498.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.5% | +7.6% |
| 7D | +2.4% | -3.1% | +5.4% | +3.5% |
| 30D | +1.4% | -2.6% | +4.0% | +2.1% |
| 3M | -8.2% | +14.9% | -23.2% | -14.3% |
| 6M | +127.0% | +2.3% | +124.8% | +121.6% |
| YTD | +209.1% | +17.8% | +191.3% | +183.8% |
| 1Y | +365.4% | +24.2% | +341.2% | +315.0% |
| 3Y | +1,135.4% | +84.7% | +1,050.7% | +817.6% |
| 5Y | +991.5% | +103.2% | +888.3% | +667.3% |
| 10Y | +3,695.8% | +257.4% | +3,438.4% | +1,853.2% |
| All | +16,011.1% | +1,512.6% | +14,498.5% | +3,754.2% |
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 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