+139.8%
CNP vs TYL
+174.6%
-34.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -4.3% | +3.5% | -7.8% | -5.0% |
| 30D | +5.7% | +26.9% | -21.2% | +0.7% |
| 3M | +0.9% | +33.8% | -32.9% | -5.3% |
| 6M | -1.1% | +28.8% | -29.9% | -6.9% |
| YTD | +8.3% | -7.9% | +16.1% | +8.9% |
| 1Y | +5.9% | -9.8% | +15.7% | +6.9% |
| 3Y | +64.6% | +1.2% | +63.4% | +58.5% |
| 5Y | +74.6% | -22.8% | +97.4% | +76.8% |
| 10Y | +139.8% | +168.8% | -29.0% | +82.3% |
| All | +139.8% | +174.6% | -34.7% | +82.3% |
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