+260.5%
CP vs TYL
+183.6%
+76.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +9.3% | +21.1% | -11.8% | +4.0% |
| 3M | +0.5% | +28.9% | -28.4% | -6.2% |
| 6M | +10.4% | +42.0% | -31.6% | -0.3% |
| YTD | +28.7% | -6.6% | +35.3% | +29.0% |
| 1Y | +33.2% | -9.1% | +42.3% | +34.6% |
| 3Y | +38.4% | +1.8% | +36.6% | +32.1% |
| 5Y | +26.2% | -22.9% | +49.1% | +28.6% |
| All | +260.5% | +183.6% | +76.9% | +146.8% |
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 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