+3,740.2%
CB vs TKO
+1,479.1%
+2,261.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | +3.1% | -4.1% | -1.5% |
| 30D | +7.3% | +15.0% | -7.7% | +4.9% |
| 3M | +7.0% | +2.9% | +4.2% | +6.3% |
| 6M | +16.3% | +9.0% | +7.3% | +14.2% |
| YTD | +19.7% | -3.4% | +23.1% | +19.5% |
| 1Y | +27.8% | +12.8% | +15.0% | +24.2% |
| 3Y | +72.0% | +158.0% | -85.9% | +43.4% |
| 5Y | +104.9% | +285.4% | -180.5% | +56.5% |
| 10Y | +246.7% | +1,160.4% | -913.7% | +104.6% |
| All | +3,740.2% | +1,479.1% | +2,261.1% | +1,562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling