+33.2%
CP vs TYL
-8.8%
+42.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +2.1% |
| 30D | +9.3% | +21.1% | -11.8% | +9.5% |
| 3M | +0.5% | +28.9% | -28.4% | +0.9% |
| 6M | +10.4% | +42.0% | -31.6% | +11.5% |
| YTD | +28.7% | -6.6% | +35.3% | +27.8% |
| 1Y | +33.2% | -9.1% | +42.3% | +33.3% |
| All | +33.2% | -8.8% | +42.0% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling