+135.5%
CVE vs TKO
+1,165.6%
-1,030.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -10.0% | +6.4% | -16.4% | -11.5% |
| 30D | -11.9% | +11.9% | -23.8% | -14.5% |
| 3M | -5.9% | +5.6% | -11.6% | -7.7% |
| 6M | -1.6% | +7.5% | -9.1% | -4.4% |
| YTD | +66.3% | -3.5% | +69.8% | +65.3% |
| 1Y | +57.5% | +13.0% | +44.6% | +49.7% |
| 3Y | +65.4% | +157.6% | -92.2% | +21.6% |
| 5Y | +144.2% | +288.2% | -144.1% | +50.4% |
| 10Y | +135.5% | +1,196.6% | -1,061.1% | +23.3% |
| All | +135.5% | +1,165.6% | -1,030.1% | +23.3% |
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 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