+679.2%
CRS vs TYL
-6.4%
+685.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.1% |
| 7D | -0.2% | -3.7% | +3.4% | +0.1% |
| 30D | -16.6% | +18.7% | -35.4% | -18.2% |
| 3M | -3.5% | +18.1% | -21.6% | -5.6% |
| 6M | +15.4% | -1.1% | +16.6% | +17.1% |
| YTD | +51.2% | -19.8% | +71.0% | +65.9% |
| 1Y | +98.3% | -34.3% | +132.6% | +138.0% |
| All | +679.2% | -6.4% | +685.6% | +651.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling