-70.2%
CPNG vs TKO
+256.4%
-326.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -11.1% | -2.6% | -8.5% | -10.3% |
| 3M | -3.0% | -7.8% | +4.8% | -0.4% |
| 6M | -23.5% | -7.0% | -16.5% | -22.0% |
| YTD | -37.8% | -8.5% | -29.3% | -36.5% |
| 1Y | -54.3% | -1.3% | -53.0% | -54.8% |
| 3Y | -20.8% | +105.0% | -125.7% | -41.5% |
| 5Y | -51.1% | +292.9% | -344.0% | -75.1% |
| All | -70.2% | +256.4% | -326.6% | -85.1% |
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 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