+148.2%
CCEP vs TYL
-21.3%
+169.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | +2.6% | +6.7% | -4.1% | +1.3% |
| 30D | +15.1% | +26.5% | -11.4% | +9.9% |
| 3M | +7.3% | +37.3% | -30.0% | +0.6% |
| 6M | +23.4% | +31.2% | -7.7% | +16.2% |
| YTD | +29.4% | -7.4% | +36.8% | +30.7% |
| 1Y | +34.2% | -9.6% | +43.8% | +36.4% |
| 3Y | +108.4% | +1.9% | +106.5% | +101.1% |
| All | +148.2% | -21.3% | +169.5% | +144.8% |
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 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