+56.5%
CCI vs TYL
+174.6%
-118.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.9% | +3.5% | -2.6% | 0.0% |
| 30D | +10.3% | +26.9% | -16.6% | +2.9% |
| 3M | +17.9% | +33.8% | -16.0% | +7.9% |
| 6M | -0.5% | +28.8% | -29.3% | -8.4% |
| YTD | +2.7% | -7.9% | +10.6% | +3.3% |
| 1Y | +3.1% | -9.8% | +12.9% | +4.3% |
| 3Y | +8.0% | +1.2% | +6.8% | +2.5% |
| 5Y | -37.8% | -22.8% | -15.0% | -37.5% |
| 10Y | +56.5% | +168.8% | -112.3% | +14.4% |
| All | +56.5% | +174.6% | -118.0% | +14.4% |
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