+101.0%
CB vs TYL
-25.2%
+126.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.4% |
| 7D | +0.5% | -3.7% | +4.2% | +0.9% |
| 30D | -3.1% | +18.7% | -21.8% | -5.1% |
| 3M | +9.0% | +18.1% | -9.2% | +6.7% |
| 6M | +2.9% | -1.1% | +4.0% | +2.3% |
| YTD | +10.1% | -19.8% | +29.9% | +12.2% |
| 1Y | +22.8% | -34.3% | +57.1% | +28.3% |
| 3Y | +73.8% | -8.2% | +82.0% | +73.8% |
| All | +101.0% | -25.2% | +126.2% | +102.7% |
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