+73.4%
CNP vs TKO
+276.1%
-202.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | +2.3% | -1.0% | +1.1% |
| 30D | +3.8% | +13.4% | -9.6% | +2.7% |
| 3M | +2.4% | -1.7% | +4.1% | +2.4% |
| 6M | -1.2% | +7.2% | -8.4% | -2.0% |
| YTD | +9.3% | -5.4% | +14.6% | +9.4% |
| 1Y | +6.4% | +8.7% | -2.3% | +5.0% |
| 3Y | +66.4% | +150.4% | -84.1% | +49.3% |
| All | +73.4% | +276.1% | -202.7% | +48.2% |
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