+7,539.9%
CP vs TYL
+12,593.6%
-5,053.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | -2.7% | -3.7% | +1.0% | -2.4% |
| 30D | +0.2% | +18.7% | -18.6% | -1.4% |
| 3M | +2.6% | +18.1% | -15.6% | +0.8% |
| 6M | +6.0% | -1.1% | +7.1% | +5.6% |
| YTD | +24.9% | -19.8% | +44.7% | +26.5% |
| 1Y | +20.1% | -34.3% | +54.4% | +23.8% |
| 3Y | +16.4% | -8.2% | +24.6% | +15.9% |
| 5Y | +31.7% | -25.4% | +57.2% | +32.8% |
| 10Y | +223.9% | +115.6% | +108.3% | +198.4% |
| All | +7,539.9% | +12,593.6% | -5,053.7% | +5,292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling