+142.3%
CCEP vs TW
+41.3%
+101.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +1.8% | +2.8% | -1.1% | +1.2% |
| 30D | +12.2% | +18.1% | -5.9% | +8.7% |
| 3M | +10.7% | +25.2% | -14.6% | +5.9% |
| 6M | +27.5% | +19.1% | +8.4% | +22.9% |
| YTD | +31.3% | +21.9% | +9.4% | +25.3% |
| 1Y | +29.9% | +18.9% | +11.0% | +24.5% |
| 3Y | +111.1% | +41.7% | +69.3% | +93.4% |
| 5Y | +142.3% | +40.4% | +101.9% | +112.5% |
| All | +142.3% | +41.3% | +101.1% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling