+290.3%
CVE vs KEEL
+111.0%
+179.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.8% | +0.4% |
| 7D | -10.0% | -12.8% | +2.8% | -9.7% |
| 30D | -11.9% | -37.4% | +25.5% | -10.8% |
| 3M | -5.9% | -43.8% | +37.9% | -4.7% |
| 6M | -1.6% | -51.9% | +50.3% | -0.3% |
| YTD | +66.3% | -18.7% | +85.0% | +64.6% |
| 1Y | +57.5% | -46.6% | +104.2% | +57.7% |
| 3Y | +65.4% | +59.2% | +6.3% | +56.8% |
| 5Y | +144.2% | -75.8% | +220.0% | +128.6% |
| All | +290.3% | +111.0% | +179.3% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling