+33.9%
CCL vs TYL
-23.0%
+56.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | +13.1% | +21.1% | -8.0% | +2.6% |
| 3M | +3.4% | +28.9% | -25.5% | -10.2% |
| 6M | +18.7% | +42.0% | -23.3% | -4.2% |
| YTD | -2.3% | -6.6% | +4.3% | -1.0% |
| 1Y | +14.2% | -9.1% | +23.3% | +18.0% |
| 3Y | +133.6% | +1.8% | +131.7% | +107.5% |
| All | +33.9% | -23.0% | +56.9% | +40.7% |
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 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