+89.9%
CVE vs KMX
+198.3%
-108.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | +2.5% | +1.9% | +0.6% | +1.8% |
| 30D | +16.7% | +11.7% | +5.1% | +12.0% |
| 3M | +9.3% | +34.9% | -25.6% | -3.0% |
| 6M | +43.6% | +50.3% | -6.7% | +20.4% |
| YTD | +93.6% | +63.8% | +29.8% | +55.9% |
| 1Y | +98.8% | +3.8% | +94.9% | +84.0% |
| 3Y | +73.6% | -24.3% | +97.9% | +74.1% |
| 5Y | +312.5% | -50.2% | +362.7% | +353.2% |
| 10Y | +161.0% | +5.4% | +155.7% | +98.1% |
| All | +89.9% | +198.3% | -108.3% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling