+1.4%
CCL vs TYL
-25.2%
+26.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.1% |
| 7D | -5.0% | -3.7% | -1.4% | -3.3% |
| 30D | -20.3% | +18.7% | -39.1% | -27.5% |
| 3M | -15.1% | +18.1% | -33.3% | -23.4% |
| 6M | -15.1% | -1.1% | -14.0% | -16.7% |
| YTD | -21.8% | -19.8% | -2.0% | -14.1% |
| 1Y | -24.8% | -34.3% | +9.5% | -5.6% |
| 3Y | +51.9% | -8.2% | +60.1% | +41.1% |
| All | +1.4% | -25.2% | +26.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling