-43.7%
CPB vs TKO
+102.7%
-146.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 6M | -5.3% | -5.1% | -0.2% | -5.1% |
| YTD | -20.8% | -8.2% | -12.6% | -20.7% |
| 1Y | -33.8% | -4.4% | -29.4% | -33.7% |
| 3Y | -43.7% | +100.4% | -144.1% | -44.1% |
| All | -43.7% | +102.7% | -146.4% | -44.1% |
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 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