-4.5%
CDNS vs TKO
-3.3%
-1.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | -7.2% | +0.7% | -7.9% | -7.2% |
| 30D | -14.3% | +0.9% | -15.1% | -14.2% |
| 3M | -27.2% | -6.2% | -21.0% | -26.6% |
| 6M | -4.5% | -5.6% | +1.1% | -2.6% |
| All | -4.5% | -3.3% | -1.2% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling