+332.3%
CRS vs TYL
+1.3%
+331.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.8% | +0.8% | +3.9% | +4.7% |
| 30D | -23.2% | +21.1% | -44.3% | -23.7% |
| 3M | -45.5% | +28.9% | -74.4% | -46.2% |
| 6M | -33.1% | +42.0% | -75.1% | -35.0% |
| YTD | -7.2% | -6.6% | -0.6% | +1.6% |
| 1Y | -10.0% | -9.1% | -1.0% | -0.4% |
| 3Y | +332.3% | +1.8% | +330.5% | +324.5% |
| All | +332.3% | +1.3% | +331.0% | +324.5% |
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