-4.9%
CMI vs TYL
-8.1%
+3.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.4% |
| 7D | -9.3% | +4.3% | -13.6% | -8.1% |
| 30D | -13.2% | +28.0% | -41.2% | -7.0% |
| 3M | -28.2% | +32.3% | -60.5% | -22.1% |
| 6M | -32.7% | +29.9% | -62.6% | -26.0% |
| YTD | -10.1% | -7.1% | -3.0% | -2.3% |
| 1Y | -4.9% | -9.2% | +4.4% | +3.6% |
| All | -4.9% | -8.1% | +3.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling