+64.2%
CLBK vs TKO
+437.2%
-373.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -1.5% | +0.7% | -2.1% | -1.6% |
| 30D | +6.7% | +0.9% | +5.8% | +6.4% |
| 3M | +21.2% | -6.2% | +27.3% | +22.0% |
| 6M | +42.0% | -5.6% | +47.6% | +42.7% |
| YTD | +63.3% | -7.8% | +71.1% | +64.3% |
| 1Y | +65.4% | -1.2% | +66.6% | +64.5% |
| 3Y | +52.5% | +106.5% | -54.1% | +34.1% |
| 5Y | +42.0% | +310.4% | -268.4% | +10.0% |
| All | +64.2% | +437.2% | -373.0% | +21.4% |
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