+310.2%
CVE vs KEEL
+105.5%
+204.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | +5.9% | -0.5% | +6.5% | +5.9% |
| 30D | -10.9% | -27.1% | +16.2% | -10.2% |
| 3M | -4.5% | -43.8% | +39.3% | -3.3% |
| 6M | -1.0% | -55.2% | +54.2% | +0.5% |
| YTD | +74.7% | -20.9% | +95.6% | +73.1% |
| 1Y | +65.8% | -28.5% | +94.3% | +64.6% |
| 3Y | +73.2% | +66.1% | +7.1% | +64.1% |
| 5Y | +155.6% | -78.3% | +233.9% | +139.3% |
| All | +310.2% | +105.5% | +204.7% | +298.6% |
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