+895.8%
CCI vs TYL
+4,090.3%
-3,194.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.2% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | +2.7% | +18.7% | -16.0% | -0.3% |
| 3M | -18.2% | +18.1% | -36.3% | -20.7% |
| 6M | -14.8% | -1.1% | -13.7% | -15.0% |
| YTD | -12.6% | -19.8% | +7.2% | -10.3% |
| 1Y | -16.7% | -34.3% | +17.6% | -11.8% |
| 3Y | -10.5% | -8.2% | -2.3% | -11.0% |
| 5Y | -51.4% | -25.4% | -26.0% | -50.6% |
| 10Y | +20.0% | +115.6% | -95.5% | +2.6% |
| All | +895.8% | +4,090.3% | -3,194.5% | +444.3% |
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