+66.0%
CVE vs TYL
-9.6%
+75.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.7% |
| 7D | -16.1% | +6.7% | -22.8% | -15.8% |
| 30D | -10.4% | +26.5% | -36.9% | -9.6% |
| 3M | -2.4% | +37.3% | -39.7% | -1.2% |
| 6M | -4.4% | +31.2% | -35.6% | -3.2% |
| YTD | +64.9% | -7.4% | +72.3% | +60.4% |
| 1Y | +66.0% | -9.6% | +75.6% | +62.2% |
| All | +66.0% | -9.6% | +75.6% | +62.2% |
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