+33.1%
ITW vs CCEP
+113.9%
-80.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +6.7% | +10.6% | -3.9% | +4.0% |
| 3M | -0.5% | +10.3% | -10.9% | -3.1% |
| 6M | +16.4% | +31.1% | -14.7% | +8.4% |
| YTD | +19.0% | +32.1% | -13.2% | +10.6% |
| 1Y | +20.2% | +32.8% | -12.6% | +11.6% |
| 3Y | +33.1% | +111.3% | -78.3% | +11.9% |
| All | +33.1% | +113.9% | -80.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling