+6,046.1%
CP vs TKO
+1,366.4%
+4,679.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +0.2% | +1.6% | -1.4% | -0.2% |
| 3M | +2.6% | -7.8% | +10.3% | +3.7% |
| 6M | +6.0% | -13.3% | +19.3% | +8.1% |
| YTD | +24.9% | -10.3% | +35.2% | +26.6% |
| 1Y | +20.1% | -0.6% | +20.7% | +19.4% |
| 3Y | +16.4% | +88.5% | -72.1% | +1.7% |
| 5Y | +31.7% | +284.7% | -253.0% | +0.5% |
| 10Y | +223.9% | +905.7% | -681.9% | +98.9% |
| All | +6,046.1% | +1,366.4% | +4,679.7% | +2,670.8% |
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