+56.1%
CDE vs TKO
+989.7%
-933.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.1% | +2.3% | -5.4% | -3.6% |
| 30D | +9.5% | -2.5% | +11.9% | +10.0% |
| 3M | +25.5% | -10.6% | +36.1% | +28.0% |
| 6M | -7.9% | -5.1% | -2.8% | -7.2% |
| YTD | +15.6% | -8.2% | +23.8% | +17.2% |
| 1Y | +34.0% | -4.4% | +38.5% | +34.8% |
| 3Y | +791.9% | +100.4% | +691.5% | +674.6% |
| 5Y | +197.7% | +294.3% | -96.6% | +127.0% |
| All | +56.1% | +989.7% | -933.6% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling