+320.2%
CVE vs TKO
+287.6%
+32.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +16.7% | +1.6% | +15.1% | +16.3% |
| 3M | +9.3% | -7.8% | +17.0% | +10.4% |
| 6M | +43.6% | -13.3% | +56.9% | +46.4% |
| YTD | +93.6% | -10.3% | +103.9% | +95.7% |
| 1Y | +98.8% | -0.6% | +99.4% | +96.4% |
| 3Y | +73.6% | +88.5% | -14.9% | +50.2% |
| All | +320.2% | +287.6% | +32.6% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling