+29.2%
KLAC vs CVE
+56.7%
-27.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -2.1% | -10.0% | +7.9% | -1.9% |
| 30D | -21.8% | -11.9% | -9.9% | -21.6% |
| 3M | -20.5% | -5.9% | -14.6% | -20.3% |
| 6M | -18.0% | -1.6% | -16.4% | -17.4% |
| YTD | +26.4% | +66.3% | -39.9% | +22.2% |
| All | +29.2% | +56.7% | -27.6% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling