+889.8%
CLS vs TKO
+1,446.8%
-557.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +16.3% | +2.3% | +14.0% | +15.7% |
| 30D | -25.7% | +13.4% | -39.0% | -27.8% |
| 3M | -30.9% | -1.7% | -29.1% | -30.9% |
| 6M | -35.5% | +7.2% | -42.7% | -37.2% |
| YTD | -18.7% | -5.4% | -13.3% | -18.8% |
| 1Y | -17.9% | +8.7% | -26.6% | -20.5% |
| 3Y | +838.1% | +150.4% | +687.7% | +645.7% |
| 5Y | +1,971.9% | +276.6% | +1,695.3% | +1,367.7% |
| 10Y | +1,907.9% | +1,134.6% | +773.2% | +920.6% |
| All | +889.8% | +1,446.8% | -557.0% | +208.8% |
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