+68.0%
CNH vs TKO
+2,226.6%
-2,158.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | +23.3% | +0.7% | +22.5% | +23.1% |
| 30D | +33.5% | +1.6% | +31.9% | +32.9% |
| 3M | +32.7% | -7.8% | +40.5% | +34.3% |
| 6M | +22.2% | -13.3% | +35.5% | +24.8% |
| YTD | +57.7% | -10.3% | +68.0% | +59.8% |
| 1Y | +28.0% | -0.6% | +28.6% | +27.0% |
| 3Y | +11.5% | +88.5% | -77.0% | -2.9% |
| 5Y | +11.9% | +284.7% | -272.9% | -15.3% |
| 10Y | +162.8% | +905.7% | -742.9% | +76.2% |
| All | +68.0% | +2,226.6% | -2,158.6% | +2.0% |
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