-16.2%
CDNS vs TKO
+1.2%
-17.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.8% |
| 7D | -14.0% | +0.7% | -14.8% | -14.1% |
| 30D | -13.2% | +1.6% | -14.8% | -13.4% |
| 3M | -28.9% | -7.8% | -21.1% | -28.3% |
| 6M | -4.2% | -13.3% | +9.1% | -2.3% |
| YTD | -6.4% | -10.3% | +3.9% | -4.5% |
| 1Y | -16.2% | -0.6% | -15.6% | -16.9% |
| All | -16.2% | +1.2% | -17.4% | -16.9% |
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