+615.5%
CCI vs TKO
+1,406.3%
-790.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -0.3% | +0.7% | -0.9% | -0.4% |
| 30D | +2.1% | +0.9% | +1.3% | +1.9% |
| 3M | -17.8% | -6.2% | -11.7% | -17.0% |
| 6M | -14.2% | -5.6% | -8.6% | -13.6% |
| YTD | -13.3% | -7.8% | -5.5% | -12.5% |
| 1Y | -16.6% | -1.2% | -15.4% | -17.0% |
| 3Y | -10.8% | +106.5% | -117.3% | -24.4% |
| 5Y | -50.3% | +310.4% | -360.7% | -63.7% |
| 10Y | +22.5% | +987.5% | -965.0% | -32.4% |
| All | +615.5% | +1,406.3% | -790.8% | +142.0% |
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