-54.3%
CPNG vs TYL
-39.5%
-14.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -7.6% | -8.6% | +1.0% | -6.5% |
| 30D | -8.8% | +7.5% | -16.4% | -9.6% |
| 3M | -7.2% | +10.9% | -18.2% | -9.0% |
| 6M | -21.5% | -6.7% | -14.8% | -21.4% |
| YTD | -37.4% | -24.5% | -12.9% | -39.1% |
| 1Y | -54.3% | -38.6% | -15.7% | -55.7% |
| All | -54.3% | -39.5% | -14.9% | -55.7% |
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