+470.0%
KLAC vs CVE
+317.2%
+152.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.7% |
| 7D | +5.7% | +2.5% | +3.2% | +4.9% |
| 30D | -3.6% | +16.7% | -20.4% | -7.9% |
| 3M | -12.8% | +9.3% | -22.1% | -15.4% |
| 6M | +26.1% | +43.6% | -17.5% | +11.4% |
| YTD | +53.3% | +93.6% | -40.3% | +23.3% |
| 1Y | +113.7% | +98.8% | +14.9% | +69.4% |
| 3Y | +274.9% | +73.6% | +201.3% | +199.8% |
| All | +470.0% | +317.2% | +152.8% | +246.5% |
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