+863.2%
CDW vs TKO
+2,289.8%
-1,426.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +3.2% | +0.7% | +2.4% | +3.0% |
| 30D | +9.3% | +1.6% | +7.7% | +8.9% |
| 3M | +9.8% | -7.8% | +17.6% | +11.3% |
| 6M | +23.3% | -13.3% | +36.6% | +26.1% |
| YTD | +13.7% | -10.3% | +23.9% | +15.4% |
| 1Y | -6.5% | -0.6% | -5.9% | -7.1% |
| 3Y | -25.2% | +88.5% | -113.7% | -35.1% |
| 5Y | -19.5% | +284.7% | -304.2% | -40.1% |
| 10Y | +285.8% | +905.7% | -619.9% | +152.1% |
| All | +863.2% | +2,289.8% | -1,426.5% | +461.3% |
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 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