-40.8%
CCL vs TYL
+115.8%
-156.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.1% |
| 7D | -5.0% | -3.7% | -1.4% | -3.4% |
| 30D | -20.3% | +18.7% | -39.1% | -27.2% |
| 3M | -15.1% | +18.1% | -33.3% | -23.1% |
| 6M | -15.1% | -1.1% | -14.0% | -16.9% |
| YTD | -21.8% | -19.8% | -2.0% | -15.8% |
| 1Y | -24.8% | -34.3% | +9.5% | -9.4% |
| 3Y | +51.9% | -8.2% | +60.1% | +45.6% |
| 5Y | +4.0% | -25.4% | +29.5% | +8.7% |
| All | -40.8% | +115.8% | -156.6% | -59.6% |
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