+146.0%
CCL vs TYL
+1.8%
+144.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +5.8% | +4.3% | +1.5% | +5.0% |
| 30D | +17.3% | +28.0% | -10.7% | +12.4% |
| 3M | +11.3% | +32.3% | -21.0% | +5.6% |
| 6M | +18.5% | +29.9% | -11.5% | +12.3% |
| YTD | +2.8% | -7.1% | +9.9% | +7.3% |
| 1Y | +16.7% | -9.2% | +26.0% | +23.2% |
| 3Y | +146.0% | +0.7% | +145.3% | +178.6% |
| All | +146.0% | +1.8% | +144.2% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling