+69.3%
CNP vs TKO
+303.5%
-234.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -2.1% | -2.6% | +0.6% | -1.9% |
| 3M | -7.9% | -7.8% | -0.1% | -7.4% |
| 6M | -8.3% | -7.0% | -1.3% | -7.9% |
| YTD | +3.8% | -8.5% | +12.3% | +4.2% |
| 1Y | +5.9% | -1.3% | +7.2% | +5.5% |
| 3Y | +49.3% | +105.0% | -55.7% | +36.8% |
| 5Y | +69.3% | +292.9% | -223.6% | +38.2% |
| All | +69.3% | +303.5% | -234.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling