+67.5%
CVE vs KMX
+154.0%
-86.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | +0.1% | -2.3% | +2.3% | +0.8% |
| 30D | -10.8% | +6.3% | -17.1% | -13.3% |
| 3M | -4.3% | -7.4% | +3.0% | -3.1% |
| 6M | -1.5% | +37.9% | -39.4% | -14.8% |
| YTD | +70.7% | +39.5% | +31.2% | +43.8% |
| 1Y | +58.1% | +57.9% | +0.3% | +26.5% |
| 3Y | +69.8% | -15.0% | +84.8% | +60.1% |
| 5Y | +148.9% | -64.1% | +213.0% | +213.7% |
| 10Y | +143.5% | -1.6% | +145.2% | +87.2% |
| All | +67.5% | +154.0% | -86.5% | -21.4% |
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 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