+31.8%
KLAC vs CVE
+62.9%
-31.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -3.2% |
| 7D | +10.0% | +5.9% | +4.0% | +9.8% |
| 30D | -14.8% | -10.9% | -4.0% | -14.9% |
| 3M | -27.2% | -4.5% | -22.7% | -27.1% |
| 6M | -17.5% | -1.0% | -16.5% | -17.2% |
| YTD | +25.8% | +74.7% | -48.9% | +22.8% |
| 1Y | +31.8% | +65.8% | -34.0% | +27.1% |
| All | +31.8% | +62.9% | -31.1% | +27.1% |
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