+791.9%
CDE vs TKO
+102.7%
+689.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.1% | +2.3% | -5.4% | -4.0% |
| 30D | +9.5% | -2.5% | +11.9% | +10.3% |
| 3M | +25.5% | -10.6% | +36.1% | +29.7% |
| 6M | -7.9% | -5.1% | -2.8% | -6.9% |
| YTD | +15.6% | -8.2% | +23.8% | +18.1% |
| 1Y | +34.0% | -4.4% | +38.5% | +34.9% |
| 3Y | +791.9% | +100.4% | +691.5% | +616.4% |
| All | +791.9% | +102.7% | +689.2% | +616.4% |
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