+70.1%
CVE vs KEEL
+63.3%
+6.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.2% |
| 7D | -10.1% | +3.7% | -13.8% | -10.5% |
| 30D | -12.1% | -35.7% | +23.6% | -10.2% |
| 3M | -1.9% | -49.5% | +47.6% | +1.2% |
| 6M | -1.8% | -50.6% | +48.8% | +0.4% |
| YTD | +65.8% | -16.6% | +82.4% | +60.8% |
| 1Y | +60.8% | -46.4% | +107.3% | +60.5% |
| 3Y | +70.1% | +63.3% | +6.8% | +49.9% |
| All | +70.1% | +63.3% | +6.8% | +49.9% |
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