-40.9%
CPB vs TKO
+303.5%
-344.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -7.8% | -2.6% | -5.2% | -7.7% |
| 3M | -6.9% | -7.8% | +0.8% | -6.6% |
| 6M | -12.2% | -7.0% | -5.2% | -12.0% |
| YTD | -21.1% | -8.5% | -12.5% | -20.8% |
| 1Y | -33.5% | -1.3% | -32.2% | -33.4% |
| 3Y | -43.2% | +105.0% | -148.1% | -44.7% |
| 5Y | -40.9% | +292.9% | -333.8% | -45.7% |
| All | -40.9% | +303.5% | -344.4% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling