-46.8%
CPNG vs TKO
+1.2%
-48.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -7.4% | +0.7% | -8.2% | -7.7% |
| 30D | -4.4% | +1.6% | -6.0% | -4.7% |
| 3M | -7.5% | -7.8% | +0.3% | -5.0% |
| 6M | -19.9% | -13.3% | -6.7% | -16.7% |
| YTD | -35.2% | -10.3% | -24.9% | -32.9% |
| 1Y | -46.8% | -0.6% | -46.2% | -47.8% |
| All | -46.8% | +1.2% | -48.0% | -47.8% |
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