+8,142.4%
CMI vs TKO
+1,400.2%
+6,742.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.3% |
| 30D | -12.4% | -2.5% | -9.9% | -12.0% |
| 3M | -14.8% | -10.6% | -4.2% | -13.1% |
| 6M | +0.8% | -5.1% | +5.9% | +1.1% |
| YTD | +10.2% | -8.2% | +18.4% | +11.1% |
| 1Y | +37.4% | -4.4% | +41.9% | +36.9% |
| 3Y | +153.3% | +100.4% | +52.9% | +107.9% |
| 5Y | +167.6% | +294.3% | -126.7% | +83.6% |
| 10Y | +514.4% | +983.2% | -468.8% | +201.5% |
| All | +8,142.4% | +1,400.2% | +6,742.2% | +2,388.4% |
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