+74.4%
CNP vs TYL
-25.2%
+99.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | +1.1% | -3.7% | +4.8% | +1.6% |
| 30D | -1.8% | +18.7% | -20.6% | -4.1% |
| 3M | -4.6% | +18.1% | -22.8% | -6.9% |
| 6M | -8.8% | -1.1% | -7.7% | -9.0% |
| YTD | +5.2% | -19.8% | +25.0% | +8.3% |
| 1Y | +8.3% | -34.3% | +42.6% | +15.4% |
| 3Y | +54.9% | -8.2% | +63.1% | +53.2% |
| All | +74.4% | -25.2% | +99.6% | +69.8% |
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