+540.8%
CNP vs TKO
+1,366.4%
-825.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -1.8% | +1.6% | -3.4% | -2.1% |
| 3M | -4.6% | -7.8% | +3.1% | -4.0% |
| 6M | -8.8% | -13.3% | +4.4% | -7.7% |
| YTD | +5.2% | -10.3% | +15.5% | +6.0% |
| 1Y | +8.3% | -0.6% | +8.9% | +7.8% |
| 3Y | +54.9% | +88.5% | -33.6% | +42.1% |
| 5Y | +73.5% | +284.7% | -211.2% | +45.8% |
| 10Y | +139.1% | +905.7% | -766.6% | +77.1% |
| All | +540.8% | +1,366.4% | -825.6% | +294.8% |
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