+36.8%
CCEP vs TW
+20.8%
+16.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.8% |
| 7D | +4.2% | +6.0% | -1.7% | +3.9% |
| 30D | +14.2% | +18.6% | -4.4% | +13.3% |
| 3M | +9.1% | +26.5% | -17.4% | +8.2% |
| 6M | +26.9% | +13.1% | +13.7% | +25.6% |
| YTD | +29.1% | +18.5% | +10.5% | +28.0% |
| 1Y | +36.8% | +21.7% | +15.1% | +34.4% |
| All | +36.8% | +20.8% | +16.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling