+1,042.5%
CCL vs TYL
+14,906.9%
-13,864.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.8% |
| 7D | +2.6% | +15.1% | -12.5% | +0.5% |
| 30D | +11.3% | +30.1% | -18.7% | +7.1% |
| 3M | +0.3% | +40.4% | -40.1% | -4.9% |
| 6M | +16.1% | +31.3% | -15.2% | +10.8% |
| YTD | -1.6% | -5.2% | +3.6% | -2.2% |
| 1Y | +11.8% | -6.6% | +18.4% | +11.3% |
| 3Y | +139.6% | +3.4% | +136.2% | +134.6% |
| 5Y | +21.3% | -19.3% | +40.6% | +23.4% |
| 10Y | -29.8% | +178.1% | -207.9% | -38.5% |
| All | +1,042.5% | +14,906.9% | -13,864.4% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling