+185.1%
ITW vs CCEP
+236.5%
-51.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.4% | -5.7% | +3.4% | -0.3% |
| 30D | -9.5% | -3.4% | -6.1% | -8.5% |
| 3M | +6.6% | +5.5% | +1.1% | +4.4% |
| 6M | -1.8% | +2.2% | -4.0% | -2.9% |
| YTD | +9.0% | +14.6% | -5.6% | +3.3% |
| 1Y | +3.6% | +18.9% | -15.4% | -3.3% |
| 3Y | +19.4% | +82.6% | -63.2% | -6.0% |
| 5Y | +36.4% | +107.0% | -70.6% | +0.8% |
| All | +185.1% | +236.5% | -51.4% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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