-18.0%
CPB vs TKO
+5.6%
-23.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.6% | +5.1% |
| 7D | +13.0% | +11.3% | +1.7% | +10.2% |
| 30D | +20.5% | +9.3% | +11.2% | +18.0% |
| 3M | +2.2% | +5.3% | -3.1% | +0.9% |
| 6M | +15.4% | +4.9% | +10.5% | +14.5% |
| YTD | -12.3% | -6.3% | -6.0% | -11.8% |
| 1Y | -18.0% | +4.9% | -22.9% | -17.1% |
| All | -18.0% | +5.6% | -23.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling