+135.5%
CVE vs KMX
-66.8%
+202.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -16.1% | -7.4% | -8.8% | -15.3% |
| 30D | -10.4% | -3.4% | -7.0% | -10.2% |
| 3M | -2.4% | -11.3% | +9.0% | -1.1% |
| 6M | -4.4% | +30.6% | -35.0% | -9.8% |
| YTD | +64.9% | +33.2% | +31.7% | +53.8% |
| 1Y | +66.0% | +66.7% | -0.7% | +48.1% |
| 3Y | +57.7% | -22.1% | +79.7% | +60.4% |
| All | +135.5% | -66.8% | +202.3% | +206.6% |
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