-69.0%
CPNG vs TYL
-11.4%
-57.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.7% |
| 7D | -7.4% | -3.7% | -3.8% | -5.7% |
| 30D | -4.4% | +18.7% | -23.2% | -12.9% |
| 3M | -7.5% | +18.1% | -25.6% | -16.7% |
| 6M | -19.9% | -1.1% | -18.8% | -21.1% |
| YTD | -35.2% | -19.8% | -15.4% | -28.6% |
| 1Y | -46.8% | -34.3% | -12.5% | -33.8% |
| 3Y | -20.2% | -8.2% | -11.9% | -25.9% |
| 5Y | -48.4% | -25.4% | -23.0% | -48.2% |
| All | -69.0% | -11.4% | -57.6% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling