+4,026.4%
CNI vs TKO
+1,395.0%
+2,631.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -3.5% | -2.6% | -0.9% | -3.2% |
| 3M | +2.2% | -7.8% | +10.0% | +3.2% |
| 6M | +15.1% | -7.0% | +22.1% | +15.9% |
| YTD | +24.7% | -8.5% | +33.2% | +25.7% |
| 1Y | +33.4% | -1.3% | +34.7% | +32.7% |
| 3Y | +19.5% | +105.0% | -85.5% | +4.9% |
| 5Y | +12.6% | +292.9% | -280.4% | -11.4% |
| 10Y | +134.7% | +979.3% | -844.7% | +52.4% |
| All | +4,026.4% | +1,395.0% | +2,631.4% | +1,972.6% |
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 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