+156.2%
CCEP vs TW
+221.1%
-64.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -3.1% | -2.3% | -0.7% | -2.6% |
| 30D | -2.6% | +3.9% | -6.5% | -3.4% |
| 3M | +14.9% | +5.7% | +9.2% | +13.1% |
| 6M | +2.3% | -14.5% | +16.8% | +5.4% |
| YTD | +17.8% | -0.9% | +18.7% | +16.9% |
| 1Y | +24.2% | -13.5% | +37.7% | +27.1% |
| 3Y | +84.7% | +25.0% | +59.7% | +71.0% |
| 5Y | +103.2% | +22.7% | +80.5% | +85.1% |
| All | +156.2% | +221.1% | -64.9% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling