-46.7%
CPB vs TKO
+989.7%
-1,036.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -7.1% | -2.5% | -4.6% | -7.0% |
| 3M | -6.0% | -10.6% | +4.5% | -5.5% |
| 6M | -5.3% | -5.1% | -0.2% | -5.1% |
| YTD | -20.8% | -8.2% | -12.6% | -20.6% |
| 1Y | -33.8% | -4.4% | -29.4% | -33.8% |
| 3Y | -43.7% | +100.4% | -144.1% | -46.1% |
| 5Y | -40.7% | +294.3% | -335.0% | -45.8% |
| All | -46.7% | +989.7% | -1,036.4% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling