+18.7%
CP vs TKO
+103.5%
-84.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -0.5% | +0.9% | -1.4% | -0.7% |
| 3M | +0.1% | -6.2% | +6.2% | +0.7% |
| 6M | +7.8% | -5.6% | +13.4% | +8.3% |
| YTD | +22.9% | -7.8% | +30.7% | +23.7% |
| 1Y | +21.3% | -1.2% | +22.5% | +20.8% |
| All | +18.7% | +103.5% | -84.8% | +7.4% |
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