+250.9%
CP vs TYL
+168.7%
+82.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.8% | +6.7% | -3.9% | +1.1% |
| 30D | +10.2% | +26.5% | -16.3% | +3.8% |
| 3M | +2.4% | +37.3% | -34.9% | -6.0% |
| 6M | +7.7% | +31.2% | -23.5% | -0.7% |
| YTD | +26.0% | -7.4% | +33.3% | +26.6% |
| 1Y | +34.6% | -9.6% | +44.2% | +36.2% |
| 3Y | +26.7% | +1.9% | +24.8% | +20.8% |
| 5Y | +24.9% | -21.1% | +46.0% | +26.0% |
| All | +250.9% | +168.7% | +82.2% | +140.0% |
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