+254.7%
CCEP vs TYL
+116.1%
+138.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.2% |
| 30D | -2.6% | +18.7% | -21.3% | -6.4% |
| 3M | +14.9% | +18.1% | -3.2% | +10.2% |
| 6M | +2.3% | -1.1% | +3.4% | +1.6% |
| YTD | +17.8% | -19.8% | +37.7% | +22.6% |
| 1Y | +24.2% | -34.3% | +58.5% | +35.9% |
| 3Y | +84.7% | -8.2% | +93.0% | +81.5% |
| 5Y | +103.2% | -25.4% | +128.6% | +105.5% |
| All | +254.7% | +116.1% | +138.6% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling