+58.6%
CNH vs TKO
+2,343.0%
-2,284.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -6.5% |
| 7D | +8.8% | +7.2% | +1.6% | +7.4% |
| 30D | +24.7% | +4.7% | +20.0% | +23.4% |
| 3M | +27.3% | -3.2% | +30.6% | +27.7% |
| 6M | +23.2% | -2.9% | +26.0% | +23.1% |
| YTD | +48.9% | -5.8% | +54.7% | +49.5% |
| 1Y | +19.4% | -1.1% | +20.5% | +18.5% |
| 3Y | +7.8% | +111.1% | -103.3% | -8.1% |
| 5Y | +8.7% | +315.6% | -306.8% | -18.9% |
| 10Y | +149.5% | +978.5% | -828.9% | +65.4% |
| All | +58.6% | +2,343.0% | -2,284.4% | -4.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling