+63.1%
CVE vs TYL
+3.2%
+59.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.7% | -12.3% | -7.8% |
| 7D | -12.1% | +17.3% | -29.3% | -12.7% |
| 30D | -9.8% | +28.9% | -38.7% | -10.9% |
| 3M | -0.7% | +35.1% | -35.8% | -2.3% |
| 6M | -4.3% | +29.3% | -33.6% | -5.7% |
| YTD | +70.6% | -6.8% | +77.4% | +73.4% |
| 1Y | +73.2% | -9.9% | +83.1% | +77.0% |
| All | +63.1% | +3.2% | +59.8% | +63.5% |
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