+42.0%
CLBK vs TKO
-3.3%
+45.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -1.5% | +0.7% | -2.1% | -1.5% |
| 30D | +6.7% | +0.9% | +5.8% | +6.4% |
| 3M | +21.2% | -6.2% | +27.3% | +22.3% |
| 6M | +42.0% | -5.6% | +47.6% | +42.1% |
| All | +42.0% | -3.3% | +45.3% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling