+104.2%
CB vs TKO
+287.5%
-183.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.7% | +6.4% | -5.7% | +0.1% |
| 30D | +8.2% | +11.9% | -3.7% | +7.1% |
| 3M | +6.3% | +5.6% | +0.7% | +5.7% |
| 6M | +16.2% | +7.5% | +8.7% | +15.2% |
| YTD | +19.3% | -3.5% | +22.9% | +19.3% |
| 1Y | +29.2% | +13.0% | +16.3% | +27.2% |
| 3Y | +71.4% | +157.6% | -86.1% | +53.0% |
| All | +104.2% | +287.5% | -183.3% | +68.6% |
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