+20.2%
ITW vs CCEP
+30.9%
-10.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +2.3% | +2.1% | +0.2% | +1.7% |
| 30D | +6.7% | +10.6% | -3.9% | +3.3% |
| 3M | -0.5% | +10.3% | -10.9% | -3.7% |
| 6M | +16.4% | +31.1% | -14.7% | +5.6% |
| YTD | +19.0% | +32.1% | -13.2% | +7.6% |
| 1Y | +20.2% | +32.8% | -12.6% | +8.2% |
| All | +20.2% | +30.9% | -10.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling