+82.7%
CRS vs TKO
-1.0%
+83.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.8% | +2.3% | -9.1% | -7.3% |
| 30D | -16.1% | -2.5% | -13.7% | -15.6% |
| 3M | -21.2% | -10.6% | -10.6% | -18.5% |
| 6M | +8.7% | -5.1% | +13.7% | +9.7% |
| YTD | +41.0% | -8.2% | +49.2% | +44.2% |
| 1Y | +82.7% | -4.4% | +87.1% | +81.9% |
| All | +82.7% | -1.0% | +83.6% | +81.9% |
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 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