-9.9%
TYL vs CNI
+37.5%
-47.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.7% |
| 7D | +17.3% | +3.7% | +13.5% | +17.2% |
| 30D | +28.9% | +8.1% | +20.8% | +29.1% |
| 3M | +35.1% | +1.9% | +33.2% | +34.9% |
| 6M | +29.3% | +19.2% | +10.1% | +32.3% |
| YTD | -6.8% | +32.7% | -39.5% | -6.4% |
| 1Y | -9.9% | +37.0% | -46.9% | -10.8% |
| All | -9.9% | +37.5% | -47.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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