-69.9%
CPNG vs TYL
-15.3%
-54.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.3% | -0.8% |
| 7D | -6.3% | -7.6% | +1.3% | -2.4% |
| 30D | -8.7% | +11.3% | -20.1% | -14.0% |
| 3M | -2.4% | +14.5% | -16.9% | -10.6% |
| 6M | -22.3% | -7.1% | -15.2% | -20.8% |
| YTD | -37.2% | -23.4% | -13.8% | -29.2% |
| 1Y | -53.0% | -38.6% | -14.4% | -39.3% |
| 3Y | -20.0% | -11.3% | -8.7% | -24.7% |
| 5Y | -52.8% | -28.0% | -24.8% | -51.7% |
| All | -69.9% | -15.3% | -54.6% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling