+32.2%
CP vs TYL
-9.5%
+41.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +2.8% | +4.3% | -1.5% | +2.8% |
| 30D | +11.0% | +28.0% | -16.9% | +11.4% |
| 3M | +3.8% | +32.3% | -28.5% | +4.4% |
| 6M | +9.5% | +29.9% | -20.4% | +9.9% |
| YTD | +28.2% | -7.1% | +35.3% | +27.1% |
| All | +32.2% | -9.5% | +41.6% | +32.3% |
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