+1,044.2%
CDNS vs TKO
+989.7%
+54.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | -10.4% | -2.5% | -8.0% | -10.1% |
| 3M | -24.6% | -10.6% | -14.0% | -22.9% |
| 6M | -1.6% | -5.1% | +3.4% | -1.2% |
| YTD | -7.4% | -8.2% | +0.8% | -6.4% |
| 1Y | -18.4% | -4.4% | -14.0% | -18.6% |
| 3Y | +19.0% | +100.4% | -81.4% | -2.7% |
| 5Y | +73.4% | +294.3% | -220.9% | +16.9% |
| All | +1,044.2% | +989.7% | +54.6% | +521.8% |
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