+38.4%
CP vs TKO
+154.2%
-115.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | +9.3% | +13.4% | -4.0% | +7.5% |
| 3M | +0.5% | -1.7% | +2.2% | +0.6% |
| 6M | +10.4% | +7.2% | +3.2% | +8.8% |
| YTD | +28.7% | -5.4% | +34.1% | +29.0% |
| 1Y | +33.2% | +8.7% | +24.5% | +31.0% |
| 3Y | +38.4% | +150.4% | -112.0% | +24.7% |
| All | +38.4% | +154.2% | -115.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling