+64.3%
TWLO vs CCEP
+36.9%
+27.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -4.0% | +1.2% |
| 7D | -15.9% | +4.2% | -20.1% | -14.5% |
| 30D | -29.0% | +14.2% | -43.2% | -26.4% |
| 3M | +10.0% | +9.1% | +0.9% | +13.2% |
| 6M | +12.6% | +26.9% | -14.3% | +21.8% |
| YTD | +50.1% | +29.1% | +21.0% | +62.5% |
| 1Y | +64.3% | +36.8% | +27.5% | +73.0% |
| All | +64.3% | +36.9% | +27.4% | +73.0% |
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