+639.5%
CEG vs TKO
+279.9%
+359.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.3% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +12.9% | +1.6% | +11.3% | +12.4% |
| 3M | +13.2% | -7.8% | +20.9% | +14.9% |
| 6M | -7.0% | -13.3% | +6.3% | -4.3% |
| YTD | -15.0% | -10.3% | -4.7% | -13.5% |
| 1Y | -2.7% | -0.6% | -2.1% | -3.9% |
| 3Y | +184.1% | +88.5% | +95.6% | +146.7% |
| All | +639.5% | +279.9% | +359.5% | +528.2% |
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