-46.8%
CPNG vs TYL
-34.2%
-12.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.9% |
| 7D | -7.4% | -3.7% | -3.8% | -7.0% |
| 30D | -4.4% | +18.7% | -23.2% | -6.5% |
| 3M | -7.5% | +18.1% | -25.6% | -10.1% |
| 6M | -19.9% | -1.1% | -18.8% | -20.4% |
| YTD | -35.2% | -19.8% | -15.4% | -36.8% |
| 1Y | -46.8% | -34.3% | -12.5% | -45.6% |
| All | -46.8% | -34.2% | -12.6% | -45.6% |
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 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