+10.0%
CNH vs TKO
+103.5%
-93.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | +1.8% | +0.7% | +1.2% | +1.6% |
| 30D | +32.6% | +0.9% | +31.8% | +32.1% |
| 3M | +29.4% | -6.2% | +35.6% | +30.4% |
| 6M | +26.0% | -5.6% | +31.6% | +26.4% |
| YTD | +52.2% | -7.8% | +60.1% | +53.2% |
| 1Y | +23.9% | -1.2% | +25.1% | +22.5% |
| All | +10.0% | +103.5% | -93.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling