+27.2%
CB vs TKO
+9.7%
+17.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | 0.0% | +2.6% | -2.6% | -0.1% |
| 30D | +7.4% | +11.6% | -4.2% | +6.8% |
| 3M | +8.6% | -0.1% | +8.7% | +8.5% |
| 6M | +16.1% | +6.7% | +9.4% | +15.5% |
| YTD | +20.2% | -6.0% | +26.2% | +20.8% |
| 1Y | +27.2% | +8.5% | +18.7% | +27.7% |
| All | +27.2% | +9.7% | +17.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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