+240.6%
TWLO vs CCEP
+84.3%
+156.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +0.6% |
| 7D | +0.2% | -3.7% | +3.9% | +0.2% |
| 30D | -9.1% | -2.1% | -7.1% | -9.1% |
| 3M | +11.0% | +7.2% | +3.8% | +11.1% |
| 6M | +79.4% | +3.3% | +76.1% | +80.5% |
| YTD | +59.7% | +15.7% | +44.0% | +59.0% |
| 1Y | +112.3% | +16.6% | +95.8% | +111.5% |
| All | +240.6% | +84.3% | +156.3% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling