+36.8%
CCEP vs TYL
-10.1%
+46.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +3.5% |
| 7D | +4.2% | +17.3% | -13.0% | +3.1% |
| 30D | +14.2% | +28.9% | -14.7% | +12.5% |
| 3M | +9.1% | +35.1% | -25.9% | +7.6% |
| 6M | +26.9% | +29.3% | -2.5% | +24.4% |
| YTD | +29.1% | -6.8% | +35.9% | +28.8% |
| 1Y | +36.8% | -9.9% | +46.7% | +37.8% |
| All | +36.8% | -10.1% | +46.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling