+162.3%
CVE vs TYL
+116.1%
+46.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.5% |
| 7D | +2.5% | -3.7% | +6.2% | +3.3% |
| 30D | +16.7% | +18.7% | -2.0% | +12.6% |
| 3M | +9.3% | +18.1% | -8.9% | +4.9% |
| 6M | +43.6% | -1.1% | +44.7% | +42.8% |
| YTD | +93.6% | -19.8% | +113.4% | +100.7% |
| 1Y | +98.8% | -34.3% | +133.1% | +116.0% |
| 3Y | +73.6% | -8.2% | +81.8% | +70.0% |
| 5Y | +312.5% | -25.4% | +337.9% | +315.7% |
| All | +162.3% | +116.1% | +46.1% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling