+73.2%
CVE vs TYL
-10.1%
+83.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.7% | -12.3% | -7.4% |
| 7D | -12.1% | +17.3% | -29.3% | -11.5% |
| 30D | -9.8% | +28.9% | -38.7% | -9.0% |
| 3M | -0.7% | +35.1% | -35.8% | +0.4% |
| 6M | -4.3% | +29.3% | -33.6% | -3.0% |
| YTD | +70.6% | -6.8% | +77.4% | +66.8% |
| 1Y | +73.2% | -9.9% | +83.1% | +70.2% |
| All | +73.2% | -10.1% | +83.2% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling