-3.5%
CCL vs TKO
+1,439.7%
-1,443.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.6% |
| 7D | -0.1% | +7.2% | -7.3% | -1.9% |
| 30D | -20.0% | +4.7% | -24.7% | -21.0% |
| 3M | -13.7% | -3.2% | -10.4% | -13.2% |
| 6M | -9.0% | -2.9% | -6.2% | -8.6% |
| YTD | -22.8% | -5.8% | -17.0% | -21.9% |
| 1Y | -25.3% | -1.1% | -24.3% | -25.5% |
| 3Y | +54.1% | +111.1% | -57.0% | +26.7% |
| 5Y | +3.5% | +315.6% | -312.1% | -28.1% |
| 10Y | -41.0% | +978.5% | -1,019.5% | -67.5% |
| All | -3.5% | +1,439.7% | -1,443.2% | -64.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling