+29.9%
CCEP vs TW
+19.9%
+10.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +1.8% | +2.8% | -1.1% | +1.6% |
| 30D | +12.2% | +18.1% | -5.9% | +11.4% |
| 3M | +10.7% | +25.2% | -14.6% | +9.8% |
| 6M | +27.5% | +19.1% | +8.4% | +26.1% |
| YTD | +31.3% | +21.9% | +9.4% | +29.9% |
| 1Y | +29.9% | +18.9% | +11.0% | +29.2% |
| All | +29.9% | +19.9% | +10.0% | +29.2% |
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