+149.7%
CCEP vs TYL
-20.5%
+170.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +5.7% | +15.1% | -9.4% | +2.8% |
| 30D | +15.3% | +30.1% | -14.7% | +9.5% |
| 3M | +8.0% | +40.4% | -32.4% | +0.8% |
| 6M | +26.7% | +31.3% | -4.6% | +19.2% |
| YTD | +30.7% | -5.2% | +35.9% | +31.4% |
| 1Y | +36.5% | -6.6% | +43.2% | +37.7% |
| 3Y | +111.1% | +3.4% | +107.7% | +103.3% |
| 5Y | +149.7% | -19.3% | +169.0% | +143.6% |
| All | +149.7% | -20.5% | +170.2% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling