-35.6%
TWLO vs CCEP
+105.2%
-140.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +1.6% |
| 7D | +0.2% | -3.7% | +3.9% | +1.7% |
| 30D | -9.1% | -2.1% | -7.1% | -8.4% |
| 3M | +11.0% | +7.2% | +3.8% | +7.4% |
| 6M | +79.4% | +3.3% | +76.1% | +75.6% |
| YTD | +59.7% | +15.7% | +44.0% | +46.6% |
| 1Y | +112.3% | +16.6% | +95.8% | +93.3% |
| 3Y | +247.0% | +84.3% | +162.7% | +120.5% |
| 5Y | -35.6% | +109.0% | -144.6% | -63.3% |
| All | -35.6% | +105.2% | -140.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling