+17.1%
CDNS vs TKO
+102.0%
-84.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | -13.0% | -2.6% | -10.4% | -12.7% |
| 3M | -26.0% | -7.8% | -18.2% | -25.0% |
| 6M | -2.8% | -7.0% | +4.2% | -1.9% |
| YTD | -8.8% | -8.5% | -0.3% | -7.7% |
| 1Y | -15.8% | -1.3% | -14.5% | -16.6% |
| All | +17.1% | +102.0% | -84.8% | +2.3% |
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