+169.5%
CMI vs TYL
-28.2%
+197.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.6% |
| 7D | +1.9% | -7.6% | +9.5% | +2.8% |
| 30D | -12.5% | +11.3% | -23.8% | -13.8% |
| 3M | -16.2% | +14.5% | -30.7% | -18.2% |
| 6M | +4.9% | -7.1% | +12.0% | +6.1% |
| YTD | +11.1% | -23.4% | +34.5% | +17.0% |
| 1Y | +43.4% | -38.6% | +81.9% | +59.6% |
| 3Y | +154.1% | -11.3% | +165.4% | +154.2% |
| 5Y | +169.5% | -28.0% | +197.4% | +165.2% |
| All | +169.5% | -28.2% | +197.7% | +165.2% |
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