+89.1%
CCEP vs TW
+21.9%
+67.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.2% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | -1.6% | +0.5% | -2.1% | -1.7% |
| 3M | +11.9% | +4.9% | +6.9% | +10.8% |
| 6M | +7.5% | -17.1% | +24.6% | +10.5% |
| YTD | +18.7% | -3.9% | +22.6% | +18.5% |
| 1Y | +21.4% | -13.3% | +34.7% | +23.8% |
| 3Y | +89.1% | +20.9% | +68.2% | +88.0% |
| All | +89.1% | +21.9% | +67.2% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling