+23.9%
CLBK vs TKO
-3.4%
+27.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.0% |
| 7D | +1.1% | +7.2% | -6.0% | +0.5% |
| 30D | +7.8% | +4.7% | +3.1% | +7.2% |
| 3M | +23.9% | -3.2% | +27.1% | +25.1% |
| All | +23.9% | -3.4% | +27.3% | +25.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling