+159.3%
CVE vs TYL
-22.4%
+181.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.7% | -12.3% | -8.2% |
| 7D | -12.1% | +17.3% | -29.3% | -13.8% |
| 30D | -9.8% | +28.9% | -38.7% | -12.7% |
| 3M | -0.7% | +35.1% | -35.8% | -4.6% |
| 6M | -4.3% | +29.3% | -33.6% | -7.9% |
| YTD | +70.6% | -6.8% | +77.4% | +72.1% |
| 1Y | +73.2% | -9.9% | +83.1% | +75.8% |
| 3Y | +60.3% | +1.7% | +58.7% | +56.9% |
| 5Y | +159.3% | -21.6% | +180.9% | +154.3% |
| All | +159.3% | -22.4% | +181.7% | +154.3% |
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