-29.4%
CCL vs TYL
+169.5%
-199.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +5.8% | +4.3% | +1.5% | +3.7% |
| 30D | +17.3% | +28.0% | -10.7% | +3.8% |
| 3M | +11.3% | +32.3% | -21.0% | -4.1% |
| 6M | +18.5% | +29.9% | -11.5% | +1.2% |
| YTD | +2.8% | -7.1% | +9.9% | +2.4% |
| 1Y | +16.7% | -9.2% | +26.0% | +17.9% |
| 3Y | +146.0% | +0.7% | +145.3% | +125.6% |
| 5Y | +33.6% | -21.1% | +54.7% | +34.9% |
| 10Y | -29.4% | +180.8% | -210.2% | -57.7% |
| All | -29.4% | +169.5% | -199.0% | -57.7% |
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