-25.8%
KEYS vs CVE
-4.3%
-21.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -11.4% | -16.1% | +4.7% | -10.1% |
| 30D | -28.7% | -10.4% | -18.3% | -27.5% |
| 3M | -19.2% | -2.4% | -16.9% | -18.8% |
| 6M | -25.8% | -4.4% | -21.4% | -24.2% |
| All | -25.8% | -4.3% | -21.5% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling