+153.6%
CNC vs TYL
+174.6%
-20.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | +3.0% | +3.5% | -0.5% | +2.2% |
| 30D | +4.9% | +26.9% | -22.0% | -1.4% |
| 3M | +4.2% | +33.8% | -29.6% | -3.5% |
| 6M | +22.5% | +28.8% | -6.4% | +13.7% |
| YTD | +66.6% | -7.9% | +74.4% | +67.9% |
| 1Y | +82.5% | -9.8% | +92.2% | +84.8% |
| 3Y | -4.1% | +1.2% | -5.3% | -8.0% |
| 5Y | -8.3% | -22.8% | +14.5% | -5.4% |
| 10Y | +153.6% | +168.8% | -15.2% | +52.3% |
| All | +153.6% | +174.6% | -20.9% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling