+18.7%
CPB vs TKO
+1,439.7%
-1,421.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +1.5% |
| 7D | -8.2% | +7.2% | -15.4% | -8.6% |
| 30D | -5.6% | +4.7% | -10.3% | -5.9% |
| 3M | +3.0% | -3.2% | +6.2% | +3.1% |
| 6M | -12.7% | -2.9% | -9.8% | -12.6% |
| YTD | -18.0% | -5.8% | -12.2% | -17.8% |
| 1Y | -31.7% | -1.1% | -30.7% | -31.8% |
| 3Y | -41.0% | +111.1% | -152.0% | -44.0% |
| 5Y | -38.4% | +315.6% | -354.0% | -44.2% |
| 10Y | -45.0% | +978.5% | -1,023.4% | -54.0% |
| All | +18.7% | +1,439.7% | -1,421.0% | -10.9% |
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