+25.5%
CP vs TYL
-22.8%
+48.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +2.8% | +3.5% | -0.7% | +2.1% |
| 30D | +11.3% | +26.9% | -15.6% | +6.6% |
| 3M | +2.9% | +33.8% | -31.0% | -2.7% |
| 6M | +9.8% | +28.8% | -19.1% | +4.1% |
| YTD | +28.5% | -7.9% | +36.4% | +30.3% |
| 1Y | +33.5% | -9.8% | +43.3% | +36.0% |
| 3Y | +31.9% | +1.2% | +30.8% | +28.1% |
| 5Y | +25.5% | -22.8% | +48.3% | +24.0% |
| All | +25.5% | -22.8% | +48.3% | +24.0% |
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 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