+807.8%
CCL vs TYL
+12,593.6%
-11,785.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.7% |
| 7D | -5.0% | -3.7% | -1.4% | -4.5% |
| 30D | -20.3% | +18.7% | -39.1% | -22.4% |
| 3M | -15.1% | +18.1% | -33.3% | -17.5% |
| 6M | -15.1% | -1.1% | -14.0% | -15.6% |
| YTD | -21.8% | -19.8% | -2.0% | -20.2% |
| 1Y | -24.8% | -34.3% | +9.5% | -21.1% |
| 3Y | +51.9% | -8.2% | +60.1% | +51.6% |
| 5Y | +4.0% | -25.4% | +29.5% | +7.4% |
| 10Y | -42.2% | +115.6% | -157.8% | -47.6% |
| All | +807.8% | +12,593.6% | -11,785.9% | +367.0% |
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 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