+73.2%
CVE vs KMX
-14.8%
+88.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | +5.9% | +3.4% | +2.6% | +5.5% |
| 30D | -10.9% | +6.8% | -17.7% | -11.9% |
| 3M | -4.5% | -11.4% | +6.9% | -3.4% |
| 6M | -1.0% | +43.6% | -44.5% | -7.7% |
| YTD | +74.7% | +37.7% | +37.0% | +62.5% |
| 1Y | +65.8% | +53.0% | +12.8% | +50.8% |
| 3Y | +73.2% | -16.3% | +89.5% | +75.9% |
| All | +73.2% | -14.8% | +88.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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