+16.8%
KEY vs CVE
+157.6%
-140.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | +3.7% |
| 7D | +1.7% | -12.1% | +13.7% | +5.3% |
| 30D | +6.8% | -9.8% | +16.6% | +9.6% |
| 3M | -5.8% | -0.7% | -5.1% | -6.5% |
| 6M | +1.4% | -4.3% | +5.8% | +1.0% |
| YTD | +7.5% | +70.6% | -63.1% | -13.6% |
| 1Y | +29.6% | +73.2% | -43.5% | +3.3% |
| 3Y | +118.8% | +60.3% | +58.4% | +73.6% |
| 5Y | +16.8% | +159.3% | -142.5% | -22.3% |
| All | +16.8% | +157.6% | -140.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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