+148.9%
CVE vs KMX
-64.5%
+213.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | +0.1% | -2.3% | +2.3% | +0.4% |
| 30D | -10.8% | +6.3% | -17.1% | -11.9% |
| 3M | -4.3% | -7.4% | +3.0% | -3.7% |
| 6M | -1.5% | +37.9% | -39.4% | -7.7% |
| YTD | +70.7% | +39.5% | +31.2% | +58.1% |
| 1Y | +58.1% | +57.9% | +0.3% | +42.8% |
| 3Y | +69.8% | -15.0% | +84.8% | +70.4% |
| 5Y | +148.9% | -64.1% | +213.0% | +210.4% |
| All | +148.9% | -64.5% | +213.4% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling