+320.2%
CVE vs TYL
-25.2%
+345.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.8% |
| 7D | +2.5% | -3.7% | +6.2% | +3.0% |
| 30D | +16.7% | +18.7% | -2.0% | +14.0% |
| 3M | +9.3% | +18.1% | -8.9% | +6.4% |
| 6M | +43.6% | -1.1% | +44.7% | +43.4% |
| YTD | +93.6% | -19.8% | +113.4% | +99.5% |
| 1Y | +98.8% | -34.3% | +133.1% | +112.5% |
| 3Y | +73.6% | -8.2% | +81.8% | +71.3% |
| All | +320.2% | -25.2% | +345.3% | +314.4% |
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