+14.1%
CP vs TYL
+26.0%
-11.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +3.1% |
| 7D | +5.6% | +17.3% | -11.7% | +4.6% |
| 30D | +10.0% | +28.9% | -18.9% | +8.8% |
| 3M | +4.4% | +35.1% | -30.7% | +3.2% |
| 6M | +14.1% | +29.3% | -15.3% | +11.1% |
| All | +14.1% | +26.0% | -11.9% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling