+0.4%
CCL vs TKO
+303.5%
-303.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -19.0% | -2.6% | -16.4% | -18.2% |
| 3M | -13.1% | -7.8% | -5.3% | -10.5% |
| 6M | -13.3% | -7.0% | -6.3% | -11.2% |
| YTD | -25.2% | -8.5% | -16.7% | -23.1% |
| 1Y | -27.2% | -1.3% | -25.9% | -27.7% |
| 3Y | +49.2% | +105.0% | -55.7% | +10.7% |
| 5Y | +0.4% | +292.9% | -292.6% | -57.7% |
| All | +0.4% | +303.5% | -303.1% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling