+43.9%
CLBK vs TKO
+291.2%
-247.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | -1.0% | -2.5% | +1.4% | -0.8% |
| 3M | +22.9% | -10.6% | +33.5% | +24.4% |
| 6M | +44.2% | -5.1% | +49.3% | +44.7% |
| YTD | +64.0% | -8.2% | +72.2% | +64.9% |
| 1Y | +65.7% | -4.4% | +70.1% | +65.6% |
| 3Y | +54.1% | +100.4% | -46.3% | +40.7% |
| All | +43.9% | +291.2% | -247.3% | +16.2% |
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 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