+79.8%
CVE vs KEEL
+209.2%
-129.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.0% | +19.3% | -17.3% | +0.9% |
| 30D | +13.2% | +9.1% | +4.1% | +12.3% |
| 3M | +21.7% | -31.5% | +53.2% | +23.4% |
| 6M | +48.4% | +75.8% | -27.5% | +39.7% |
| YTD | +100.1% | +57.9% | +42.2% | +88.5% |
| 1Y | +107.8% | +133.3% | -25.5% | +86.3% |
| All | +79.8% | +209.2% | -129.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling