+159.8%
CVE vs TKO
+962.1%
-802.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.2% |
| 7D | +0.2% | +7.2% | -7.0% | -1.6% |
| 30D | +17.5% | +4.7% | +12.8% | +15.9% |
| 3M | +16.2% | -3.2% | +19.4% | +16.6% |
| 6M | +47.8% | -2.9% | +50.6% | +47.3% |
| YTD | +98.5% | -5.8% | +104.3% | +99.1% |
| 1Y | +109.8% | -1.1% | +110.8% | +106.6% |
| 3Y | +75.5% | +111.1% | -35.6% | +35.2% |
| 5Y | +341.6% | +315.6% | +26.0% | +163.8% |
| 10Y | +159.8% | +978.5% | -818.7% | +20.6% |
| All | +159.8% | +962.1% | -802.3% | +20.6% |
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