-42.6%
CCL vs TKO
+989.7%
-1,032.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -3.2% | +2.3% | -5.5% | -4.1% |
| 30D | -17.8% | -2.5% | -15.3% | -17.1% |
| 3M | -18.7% | -10.6% | -8.1% | -15.6% |
| 6M | -11.4% | -5.1% | -6.3% | -10.2% |
| YTD | -24.3% | -8.2% | -16.1% | -22.4% |
| 1Y | -28.8% | -4.4% | -24.4% | -28.3% |
| 3Y | +49.3% | +100.4% | -51.0% | +13.2% |
| 5Y | +1.6% | +294.3% | -292.7% | -41.5% |
| All | -42.6% | +989.7% | -1,032.3% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling