+146.9%
CVE vs TKO
+1,112.7%
-965.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.4% |
| 7D | +4.6% | +2.6% | +2.0% | +3.9% |
| 30D | -12.0% | +11.6% | -23.6% | -14.6% |
| 3M | -3.8% | -0.1% | -3.6% | -4.3% |
| 6M | -2.7% | +6.7% | -9.4% | -5.4% |
| YTD | +73.6% | -6.0% | +79.6% | +73.6% |
| 1Y | +62.0% | +8.5% | +53.5% | +55.5% |
| 3Y | +72.7% | +150.9% | -78.2% | +27.7% |
| 5Y | +153.9% | +274.0% | -120.1% | +57.8% |
| All | +146.9% | +1,112.7% | -965.8% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling