+138.5%
CCEP vs TYL
-22.8%
+161.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +1.7% | +3.5% | -1.9% | +1.0% |
| 30D | +12.7% | +26.9% | -14.2% | +7.5% |
| 3M | +8.5% | +33.8% | -25.3% | +2.2% |
| 6M | +25.6% | +28.8% | -3.3% | +18.6% |
| YTD | +30.9% | -7.9% | +38.8% | +32.4% |
| 1Y | +32.0% | -9.8% | +41.7% | +34.1% |
| 3Y | +110.9% | +1.2% | +109.7% | +103.9% |
| 5Y | +138.5% | -22.8% | +161.3% | +134.7% |
| All | +138.5% | -22.8% | +161.3% | +134.7% |
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