+637.1%
TWLO vs CCEP
+307.8%
+329.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.6% | -0.3% | +5.9% | +5.7% |
| 30D | -24.6% | +11.0% | -35.6% | -27.5% |
| 3M | -14.0% | +9.2% | -23.2% | -16.9% |
| 6M | +10.1% | +27.2% | -17.1% | +0.4% |
| YTD | +49.2% | +30.3% | +18.9% | +33.8% |
| 1Y | +65.2% | +28.7% | +36.6% | +48.8% |
| 3Y | +260.7% | +109.4% | +151.2% | +161.5% |
| 5Y | -30.2% | +144.1% | -174.3% | -52.7% |
| 10Y | +572.4% | +332.0% | +240.4% | +247.6% |
| All | +637.1% | +307.8% | +329.3% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling