+165.0%
CMI vs TKO
+291.2%
-126.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.2% |
| 30D | -12.4% | -2.5% | -9.9% | -12.1% |
| 3M | -14.8% | -10.6% | -4.2% | -13.2% |
| 6M | +0.8% | -5.1% | +5.9% | +1.0% |
| YTD | +10.2% | -8.2% | +18.4% | +11.0% |
| 1Y | +37.4% | -4.4% | +41.9% | +36.8% |
| 3Y | +153.3% | +100.4% | +52.9% | +112.6% |
| All | +165.0% | +291.2% | -126.2% | +73.1% |
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 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