+34.3%
CP vs TYL
-25.2%
+59.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +0.2% | +18.7% | -18.6% | -3.1% |
| 3M | +2.6% | +18.1% | -15.6% | -1.0% |
| 6M | +6.0% | -1.1% | +7.1% | +5.6% |
| YTD | +24.9% | -19.8% | +44.7% | +30.2% |
| 1Y | +20.1% | -34.3% | +54.4% | +31.8% |
| 3Y | +16.4% | -8.2% | +24.6% | +14.4% |
| All | +34.3% | -25.2% | +59.5% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling