+35.0%
ITW vs CCEP
+105.2%
-70.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -0.9% |
| 7D | -1.9% | -3.7% | +1.8% | -0.6% |
| 30D | -10.4% | -2.1% | -8.3% | -9.8% |
| 3M | +3.5% | +7.2% | -3.7% | +0.8% |
| 6M | -3.4% | +3.3% | -6.6% | -4.8% |
| YTD | +8.5% | +15.7% | -7.2% | +2.5% |
| 1Y | +3.2% | +16.6% | -13.3% | -2.9% |
| 3Y | +18.9% | +84.3% | -65.4% | -8.1% |
| 5Y | +35.0% | +109.0% | -74.0% | -3.8% |
| All | +35.0% | +105.2% | -70.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling