+98.3%
CRS vs TKO
+1.2%
+97.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | -0.2% | +0.7% | -1.0% | -0.5% |
| 30D | -16.6% | +1.6% | -18.2% | -17.2% |
| 3M | -3.5% | -7.8% | +4.3% | -1.7% |
| 6M | +15.4% | -13.3% | +28.7% | +19.5% |
| YTD | +51.2% | -10.3% | +61.5% | +55.3% |
| 1Y | +98.3% | -0.6% | +98.9% | +95.2% |
| All | +98.3% | +1.2% | +97.1% | +95.2% |
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