-46.0%
CPNG vs TYL
-21.3%
-24.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.3% |
| 7D | +13.4% | +6.7% | +6.7% | +9.9% |
| 30D | +10.0% | +26.5% | -16.6% | -2.6% |
| 3M | -0.4% | +37.3% | -37.7% | -16.0% |
| 6M | -8.9% | +31.2% | -40.1% | -22.9% |
| YTD | -30.9% | -7.4% | -23.6% | -29.6% |
| 1Y | -43.8% | -9.6% | -34.3% | -42.0% |
| 3Y | -2.5% | +1.9% | -4.4% | -13.4% |
| All | -46.0% | -21.3% | -24.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling