+98.8%
CRL vs TKO
+154.2%
-55.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +11.9% | +13.4% | -1.5% | +8.4% |
| 3M | +20.2% | -1.7% | +21.9% | +20.4% |
| 6M | +107.5% | +7.2% | +100.3% | +102.4% |
| YTD | +69.4% | -5.4% | +74.8% | +70.2% |
| 1Y | +99.7% | +8.7% | +91.0% | +93.9% |
| 3Y | +98.8% | +150.4% | -51.7% | +69.3% |
| All | +98.8% | +154.2% | -55.4% | +69.3% |
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