-2.2%
CCL vs TKO
+1,366.4%
-1,368.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -20.3% | +1.6% | -22.0% | -20.7% |
| 3M | -15.1% | -7.8% | -7.4% | -13.6% |
| 6M | -15.1% | -13.3% | -1.8% | -12.2% |
| YTD | -21.8% | -10.3% | -11.5% | -19.9% |
| 1Y | -24.8% | -0.6% | -24.2% | -25.0% |
| 3Y | +51.9% | +88.5% | -36.6% | +28.4% |
| 5Y | +4.0% | +284.7% | -280.7% | -26.3% |
| 10Y | -42.2% | +905.7% | -947.9% | -67.6% |
| All | -2.2% | +1,366.4% | -1,368.5% | -63.2% |
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