+148.6%
CVE vs TKO
+1,121.1%
-972.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +5.9% | +2.3% | +3.6% | +5.3% |
| 30D | -10.9% | +13.4% | -24.2% | -13.8% |
| 3M | -4.5% | -1.7% | -2.8% | -4.6% |
| 6M | -1.0% | +7.2% | -8.2% | -3.8% |
| YTD | +74.7% | -5.4% | +80.1% | +74.5% |
| 1Y | +65.8% | +8.7% | +57.1% | +59.1% |
| 3Y | +73.2% | +150.4% | -77.3% | +28.1% |
| 5Y | +155.6% | +276.6% | -121.0% | +58.6% |
| All | +148.6% | +1,121.1% | -972.5% | +24.6% |
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 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