+1,827.1%
CNP vs TYL
+14,906.9%
-13,079.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -5.3% | +15.1% | -20.4% | -6.1% |
| 30D | +3.7% | +30.1% | -26.4% | +2.1% |
| 3M | -1.1% | +40.4% | -41.5% | -3.0% |
| 6M | -7.1% | +31.3% | -38.4% | -8.8% |
| YTD | +6.0% | -5.2% | +11.2% | +5.8% |
| 1Y | +5.2% | -6.6% | +11.8% | +5.0% |
| 3Y | +57.5% | +3.4% | +54.1% | +56.0% |
| 5Y | +70.0% | -19.3% | +89.3% | +69.7% |
| 10Y | +137.8% | +178.1% | -40.3% | +123.4% |
| All | +1,827.1% | +14,906.9% | -13,079.8% | +1,519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling