+302.3%
CCEP vs TYL
+174.6%
+127.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +1.7% | +3.5% | -1.9% | +0.9% |
| 30D | +12.7% | +26.9% | -14.2% | +6.7% |
| 3M | +8.5% | +33.8% | -25.3% | +1.3% |
| 6M | +25.6% | +28.8% | -3.3% | +17.6% |
| YTD | +30.9% | -7.9% | +38.8% | +31.7% |
| 1Y | +32.0% | -9.8% | +41.7% | +33.4% |
| 3Y | +110.9% | +1.2% | +109.7% | +103.2% |
| 5Y | +138.5% | -22.8% | +161.3% | +140.3% |
| 10Y | +302.3% | +168.8% | +133.5% | +208.0% |
| All | +302.3% | +174.6% | +127.8% | +208.0% |
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