+132.5%
CNP vs TKO
+989.7%
-857.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.4% | +2.3% | -3.7% | -1.7% |
| 30D | -2.9% | -2.5% | -0.5% | -2.7% |
| 3M | -7.5% | -10.6% | +3.1% | -6.3% |
| 6M | -7.9% | -5.1% | -2.8% | -7.6% |
| YTD | +3.7% | -8.2% | +12.0% | +4.4% |
| 1Y | +4.6% | -4.4% | +9.0% | +4.5% |
| 3Y | +49.1% | +100.4% | -51.2% | +31.9% |
| 5Y | +69.2% | +294.3% | -225.1% | +32.2% |
| All | +132.5% | +989.7% | -857.2% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling