-28.0%
TYL vs CPAY
+56.4%
-84.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -3.4% |
| 7D | -7.6% | +0.6% | -8.2% | -7.8% |
| 30D | +11.3% | +3.6% | +7.7% | +9.6% |
| 3M | +14.5% | +16.6% | -2.1% | +7.1% |
| 6M | -7.1% | +29.5% | -36.6% | -17.8% |
| YTD | -23.4% | +35.3% | -58.6% | -33.6% |
| 1Y | -38.6% | +30.6% | -69.2% | -46.0% |
| 3Y | -11.3% | +49.7% | -61.0% | -31.3% |
| 5Y | -28.0% | +54.4% | -82.4% | -48.7% |
| All | -28.0% | +56.4% | -84.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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