+572.9%
TWLO vs CCEP
+342.6%
+230.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +4.5% | +2.1% | +2.4% | +3.9% |
| 30D | -22.1% | +10.6% | -32.7% | -24.8% |
| 3M | -15.3% | +10.3% | -25.6% | -18.3% |
| 6M | +9.7% | +31.1% | -21.4% | -0.5% |
| YTD | +48.5% | +32.1% | +16.4% | +33.3% |
| 1Y | +70.3% | +32.8% | +37.5% | +52.7% |
| 3Y | +261.4% | +111.3% | +150.1% | +165.3% |
| 5Y | -30.6% | +147.5% | -178.1% | -52.4% |
| All | +572.9% | +342.6% | +230.3% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling