-46.9%
CPNG vs TYL
-10.1%
-36.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +11.1% |
| 7D | +20.8% | +17.3% | +3.6% | +18.0% |
| 30D | +20.1% | +28.9% | -8.8% | +15.5% |
| 3M | +1.6% | +35.1% | -33.5% | -2.9% |
| 6M | -15.8% | +29.3% | -45.2% | -19.5% |
| YTD | -27.7% | -6.8% | -20.9% | -32.3% |
| 1Y | -46.9% | -9.9% | -37.0% | -50.3% |
| All | -46.9% | -10.1% | -36.9% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling