+7,791.5%
CP vs TYL
+14,656.9%
-6,865.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +3.1% |
| 7D | +5.6% | +17.3% | -11.7% | +4.0% |
| 30D | +10.0% | +28.9% | -18.9% | +7.5% |
| 3M | +4.4% | +35.1% | -30.7% | +1.4% |
| 6M | +14.1% | +29.3% | -15.3% | +11.0% |
| YTD | +29.1% | -6.8% | +35.8% | +28.8% |
| 1Y | +34.6% | -9.9% | +44.5% | +34.7% |
| 3Y | +29.8% | +1.7% | +28.1% | +28.0% |
| 5Y | +28.7% | -21.6% | +50.3% | +29.0% |
| 10Y | +267.3% | +173.5% | +93.8% | +231.4% |
| All | +7,791.5% | +14,656.9% | -6,865.4% | +5,389.6% |
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