+765.7%
CRS vs TYL
-21.3%
+787.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -1.7% | +6.7% | -8.3% | -3.2% |
| 30D | -28.8% | +26.5% | -55.4% | -33.1% |
| 3M | -50.0% | +37.3% | -87.3% | -54.4% |
| 6M | -39.2% | +31.2% | -70.4% | -44.5% |
| YTD | -11.4% | -7.4% | -4.1% | -8.8% |
| 1Y | -11.7% | -9.6% | -2.1% | -8.2% |
| 3Y | +319.6% | +1.9% | +317.7% | +302.3% |
| All | +765.7% | -21.3% | +787.0% | +744.5% |
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 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