-25.9%
CCJ vs TKO
+5.6%
-31.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -2.0% |
| 7D | -14.5% | +11.3% | -25.8% | -16.8% |
| 30D | -18.1% | +9.3% | -27.3% | -20.0% |
| 3M | -23.0% | +5.3% | -28.3% | -24.3% |
| 6M | -39.4% | +4.9% | -44.2% | -41.0% |
| YTD | -21.7% | -6.3% | -15.3% | -20.1% |
| 1Y | -25.9% | +4.9% | -30.8% | -31.7% |
| All | -25.9% | +5.6% | -31.6% | -31.7% |
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