+61.8%
CVE vs KMX
+142.6%
-80.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -16.1% | -7.4% | -8.8% | -14.1% |
| 30D | -10.4% | -3.4% | -7.0% | -10.0% |
| 3M | -2.4% | -11.3% | +9.0% | +0.4% |
| 6M | -4.4% | +30.6% | -35.0% | -15.8% |
| YTD | +64.9% | +33.2% | +31.7% | +41.2% |
| 1Y | +66.0% | +66.7% | -0.7% | +30.0% |
| 3Y | +57.7% | -22.1% | +79.7% | +53.7% |
| 5Y | +144.7% | -66.7% | +211.5% | +218.1% |
| 10Y | +139.2% | +1.9% | +137.3% | +80.5% |
| All | +61.8% | +142.6% | -80.8% | -22.8% |
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