+223.6%
CP vs TKO
+985.8%
-762.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -3.4% | -2.6% | -0.7% | -3.0% |
| 3M | -0.6% | -7.8% | +7.1% | +0.6% |
| 6M | +6.3% | -7.0% | +13.3% | +7.2% |
| YTD | +21.2% | -8.5% | +29.7% | +22.4% |
| 1Y | +20.0% | -1.3% | +21.3% | +19.3% |
| 3Y | +18.7% | +105.0% | -86.2% | +0.5% |
| 5Y | +34.8% | +292.9% | -258.1% | -1.5% |
| All | +223.6% | +985.8% | -762.2% | +96.5% |
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