+142.0%
CNP vs TYL
+183.6%
-41.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +3.8% | +21.1% | -17.3% | -0.2% |
| 3M | +2.4% | +28.9% | -26.6% | -3.1% |
| 6M | -1.2% | +42.0% | -43.2% | -8.9% |
| YTD | +9.3% | -6.6% | +15.9% | +9.6% |
| 1Y | +6.4% | -9.1% | +15.5% | +7.3% |
| 3Y | +66.4% | +1.8% | +64.5% | +60.0% |
| 5Y | +75.7% | -22.9% | +98.6% | +78.3% |
| All | +142.0% | +183.6% | -41.6% | +82.2% |
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 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