+99.4%
CB vs TKO
+306.8%
-207.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -3.1% | +0.9% | -3.9% | -3.2% |
| 3M | +4.2% | -6.2% | +10.3% | +4.6% |
| 6M | +4.7% | -5.6% | +10.3% | +5.0% |
| YTD | +8.8% | -7.8% | +16.7% | +9.3% |
| 1Y | +22.6% | -1.2% | +23.8% | +22.2% |
| 3Y | +70.6% | +106.5% | -35.9% | +56.2% |
| 5Y | +99.4% | +310.4% | -210.9% | +50.8% |
| All | +99.4% | +306.8% | -207.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling