+7.2%
CCI vs TYL
+2.6%
+4.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -0.1% | +6.7% | -6.8% | -1.0% |
| 30D | +28.4% | +26.5% | +1.8% | +24.0% |
| 3M | +20.0% | +37.3% | -17.3% | +14.3% |
| 6M | +0.8% | +31.2% | -30.4% | -3.6% |
| YTD | +3.6% | -7.4% | +11.0% | +3.9% |
| 1Y | +6.1% | -9.6% | +15.7% | +6.8% |
| 3Y | +7.2% | +1.9% | +5.3% | +7.0% |
| All | +7.2% | +2.6% | +4.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling