+369.8%
CVE vs KEEL
+309.9%
+59.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.0% | +19.3% | -17.3% | +1.4% |
| 30D | +13.2% | +9.1% | +4.1% | +12.7% |
| 3M | +21.7% | -31.5% | +53.2% | +22.5% |
| 6M | +48.4% | +75.8% | -27.5% | +44.4% |
| YTD | +100.1% | +57.9% | +42.2% | +94.8% |
| 1Y | +107.8% | +133.3% | -25.5% | +98.7% |
| 3Y | +76.9% | +204.1% | -127.2% | +64.8% |
| 5Y | +346.2% | -37.5% | +383.8% | +311.6% |
| All | +369.8% | +309.9% | +59.8% | +348.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling