+64.1%
CNQ vs TKO
+1.2%
+62.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.5% |
| 7D | +3.0% | +0.7% | +2.3% | +3.1% |
| 30D | +12.8% | +1.6% | +11.2% | +12.8% |
| 3M | +7.0% | -7.8% | +14.8% | +6.6% |
| 6M | +16.5% | -13.3% | +29.8% | +16.9% |
| YTD | +52.0% | -10.3% | +62.3% | +51.3% |
| 1Y | +64.1% | -0.6% | +64.7% | +64.9% |
| All | +64.1% | +1.2% | +62.9% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling