+14.6%
CCL vs TYL
-9.6%
+24.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | +3.1% | +6.7% | -3.5% | +3.0% |
| 30D | +13.7% | +26.5% | -12.9% | +13.6% |
| 3M | +3.8% | +37.3% | -33.5% | +3.5% |
| 6M | +9.3% | +31.2% | -21.9% | +9.0% |
| YTD | -1.1% | -7.4% | +6.3% | +4.0% |
| 1Y | +14.6% | -9.6% | +24.1% | +23.7% |
| All | +14.6% | -9.6% | +24.1% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling