+6.0%
CP vs TYL
+0.4%
+5.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.8% |
| 30D | +0.2% | +18.7% | -18.6% | +1.0% |
| 3M | +2.6% | +18.1% | -15.6% | +3.2% |
| 6M | +6.0% | -1.1% | +7.1% | +1.9% |
| All | +6.0% | +0.4% | +5.6% | +1.9% |
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