+9,101.3%
ITW vs CCEP
+6,869.6%
+2,231.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.3% |
| 7D | -3.6% | -3.1% | -0.5% | -2.8% |
| 30D | -9.1% | -2.6% | -6.6% | -8.6% |
| 3M | +8.2% | +14.9% | -6.7% | +4.2% |
| 6M | -4.8% | +2.3% | -7.0% | -5.5% |
| YTD | +11.0% | +17.8% | -6.8% | +6.0% |
| 1Y | +4.2% | +24.2% | -20.0% | -2.0% |
| 3Y | +17.3% | +84.7% | -67.5% | -1.5% |
| 5Y | +33.0% | +103.2% | -70.2% | +8.0% |
| 10Y | +182.3% | +257.4% | -75.0% | +93.4% |
| All | +9,101.3% | +6,869.6% | +2,231.7% | +3,103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling