+1,398.1%
CPAY vs TKO
+1,834.7%
-436.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.5% |
| 30D | -0.4% | -2.5% | +2.1% | 0.0% |
| 3M | +16.4% | -10.6% | +26.9% | +18.7% |
| 6M | +23.5% | -5.1% | +28.6% | +24.1% |
| YTD | +35.7% | -8.2% | +43.9% | +37.2% |
| 1Y | +30.2% | -4.4% | +34.6% | +30.3% |
| 3Y | +49.7% | +100.4% | -50.6% | +27.9% |
| 5Y | +56.6% | +294.3% | -237.7% | +15.8% |
| 10Y | +153.8% | +983.2% | -829.4% | +55.9% |
| All | +1,398.1% | +1,834.7% | -436.7% | +564.9% |
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