+183.3%
CCEP vs TW
+298.0%
-114.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.3% | +3.2% | -3.5% | -1.0% |
| 30D | +11.0% | +19.7% | -8.7% | +6.7% |
| 3M | +9.2% | +26.8% | -17.6% | +3.5% |
| 6M | +27.2% | +20.9% | +6.3% | +21.4% |
| YTD | +30.3% | +22.9% | +7.4% | +23.1% |
| 1Y | +28.7% | +20.4% | +8.3% | +22.2% |
| 3Y | +109.4% | +42.9% | +66.5% | +88.7% |
| 5Y | +144.1% | +40.2% | +103.9% | +116.5% |
| All | +183.3% | +298.0% | -114.7% | +101.7% |
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