+286.1%
KLAC vs CVE
+158.6%
+127.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -3.3% |
| 7D | +10.0% | +5.9% | +4.0% | +8.3% |
| 30D | -14.8% | -10.9% | -4.0% | -12.2% |
| 3M | -27.2% | -4.5% | -22.7% | -26.6% |
| 6M | -17.5% | -1.0% | -16.5% | -18.1% |
| YTD | +25.8% | +74.7% | -48.9% | +3.6% |
| 1Y | +31.8% | +65.8% | -34.0% | +10.1% |
| 3Y | +195.3% | +73.2% | +122.1% | +136.2% |
| All | +286.1% | +158.6% | +127.5% | +163.7% |
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