+1,881.0%
TYL vs CPAY
+1,731.9%
+149.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +3.5% | +11.9% | -8.4% | -0.8% |
| 30D | +26.9% | +15.1% | +11.8% | +20.4% |
| 3M | +33.8% | +16.5% | +17.3% | +26.5% |
| 6M | +28.8% | +33.1% | -4.3% | +16.1% |
| YTD | -7.9% | +52.2% | -60.1% | -21.6% |
| 1Y | -9.8% | +65.6% | -75.4% | -25.6% |
| 3Y | +1.2% | +100.2% | -99.0% | -24.5% |
| 5Y | -22.8% | +87.6% | -110.4% | -41.5% |
| 10Y | +168.8% | +205.3% | -36.5% | +60.8% |
| All | +1,881.0% | +1,731.9% | +149.1% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling