+1,914.9%
CDNS vs TKO
+1,406.3%
+508.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.7% |
| 7D | -7.2% | +0.7% | -7.9% | -7.4% |
| 30D | -14.3% | +0.9% | -15.1% | -14.6% |
| 3M | -27.2% | -6.2% | -21.0% | -26.5% |
| 6M | -4.5% | -5.6% | +1.1% | -4.0% |
| YTD | -9.0% | -7.8% | -1.1% | -8.2% |
| 1Y | -21.3% | -1.2% | -20.1% | -22.1% |
| 3Y | +19.6% | +106.5% | -86.9% | -1.2% |
| 5Y | +71.5% | +310.4% | -238.8% | +19.7% |
| 10Y | +1,036.6% | +987.5% | +49.0% | +502.0% |
| All | +1,914.9% | +1,406.3% | +508.5% | +547.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling