+73.2%
CVE vs KEEL
-45.0%
+118.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -7.5% |
| 7D | -12.1% | -13.6% | +1.5% | -11.9% |
| 30D | -9.8% | -39.1% | +29.3% | -9.0% |
| 3M | -0.7% | -48.9% | +48.2% | +0.5% |
| 6M | -4.3% | -35.4% | +31.1% | -4.2% |
| YTD | +70.6% | -10.6% | +81.2% | +64.6% |
| 1Y | +73.2% | -45.3% | +118.5% | +70.5% |
| All | +73.2% | -45.0% | +118.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling