+185.6%
CCEP vs TW
+294.9%
-109.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +1.8% | +2.8% | -1.1% | +1.1% |
| 30D | +12.2% | +18.1% | -5.9% | +8.2% |
| 3M | +10.7% | +25.2% | -14.6% | +5.2% |
| 6M | +27.5% | +19.1% | +8.4% | +22.1% |
| YTD | +31.3% | +21.9% | +9.4% | +24.4% |
| 1Y | +29.9% | +18.9% | +11.0% | +23.7% |
| 3Y | +111.1% | +41.7% | +69.3% | +90.5% |
| 5Y | +142.3% | +40.4% | +101.9% | +114.8% |
| All | +185.6% | +294.9% | -109.3% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling