-29.4%
CCL vs TYL
+185.3%
-214.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.5% | +0.5% | -2.1% | -1.9% |
| 30D | +16.5% | +25.2% | -8.7% | +4.2% |
| 3M | +11.2% | +31.8% | -20.6% | -4.0% |
| 6M | +22.6% | +36.3% | -13.7% | +2.2% |
| YTD | +2.6% | -6.3% | +8.9% | +1.7% |
| 1Y | +17.0% | -9.5% | +26.4% | +18.5% |
| 3Y | +145.5% | +1.6% | +143.9% | +124.2% |
| 5Y | +36.1% | -21.8% | +57.9% | +38.0% |
| 10Y | -29.4% | +183.3% | -212.7% | -58.0% |
| All | -29.4% | +185.3% | -214.7% | -58.0% |
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 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