+26,374.9%
TYL vs CNI
+6,541.6%
+19,833.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -3.7% | -2.1% | -1.6% | -2.9% |
| 30D | +18.7% | -3.3% | +22.0% | +20.2% |
| 3M | +18.1% | +3.8% | +14.3% | +16.4% |
| 6M | -1.1% | +12.7% | -13.8% | -6.4% |
| YTD | -19.8% | +26.3% | -46.1% | -27.7% |
| 1Y | -34.3% | +29.9% | -64.2% | -41.5% |
| 3Y | -8.2% | +15.9% | -24.2% | -15.7% |
| 5Y | -25.4% | +6.9% | -32.4% | -29.4% |
| 10Y | +115.6% | +126.8% | -11.2% | +47.8% |
| All | +26,374.9% | +6,541.6% | +19,833.3% | +6,030.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling