+243.0%
CB vs TYL
+174.6%
+68.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -1.5% | +3.5% | -5.0% | -2.1% |
| 30D | +6.5% | +26.9% | -20.4% | +2.0% |
| 3M | +4.1% | +33.8% | -29.8% | -1.5% |
| 6M | +14.4% | +28.8% | -14.4% | +8.6% |
| YTD | +17.5% | -7.9% | +25.4% | +17.9% |
| 1Y | +27.5% | -9.8% | +37.3% | +28.4% |
| 3Y | +71.6% | +1.2% | +70.4% | +66.9% |
| 5Y | +100.6% | -22.8% | +123.4% | +105.0% |
| 10Y | +243.0% | +168.8% | +74.2% | +155.4% |
| All | +243.0% | +174.6% | +68.4% | +155.4% |
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