+307.6%
TWLO vs CCEP
+236.5%
+71.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -3.9% | -5.7% | +1.9% | -2.1% |
| 30D | -9.7% | -3.4% | -6.3% | -8.7% |
| 3M | +11.6% | +5.5% | +6.1% | +9.4% |
| 6M | +84.7% | +2.2% | +82.5% | +82.1% |
| YTD | +62.5% | +14.6% | +47.9% | +53.2% |
| 1Y | +121.7% | +18.9% | +102.8% | +105.7% |
| 3Y | +253.0% | +82.6% | +170.4% | +172.1% |
| 5Y | -32.5% | +107.0% | -139.5% | -51.0% |
| All | +307.6% | +236.5% | +71.1% | +161.2% |
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