+7,262.2%
CB vs TYL
+8,507.4%
-1,245.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +2.6% | +15.1% | -12.5% | +1.1% |
| 30D | +11.2% | +30.1% | -18.9% | +8.2% |
| 3M | +5.7% | +40.4% | -34.6% | +1.9% |
| 6M | +15.9% | +31.3% | -15.4% | +12.3% |
| YTD | +20.2% | -5.2% | +25.3% | +19.8% |
| 1Y | +32.4% | -6.6% | +39.0% | +32.2% |
| 3Y | +75.5% | +3.4% | +72.1% | +72.6% |
| 5Y | +105.5% | -19.3% | +124.8% | +104.9% |
| 10Y | +258.5% | +178.1% | +80.4% | +213.3% |
| All | +7,262.2% | +8,507.4% | -1,245.2% | +4,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling