+47.7%
CI vs TYL
-21.3%
+69.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | -1.6% | +6.7% | -8.2% | -2.2% |
| 30D | +5.4% | +26.5% | -21.1% | +3.0% |
| 3M | +7.3% | +37.3% | -30.0% | +4.0% |
| 6M | +5.3% | +31.2% | -25.9% | +2.3% |
| YTD | +8.5% | -7.4% | +15.8% | +8.4% |
| 1Y | +17.1% | -9.6% | +26.7% | +17.3% |
| 3Y | +1.4% | +1.9% | -0.5% | -0.3% |
| All | +47.7% | -21.3% | +69.0% | +45.2% |
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