+252.2%
KLAC vs CVE
+142.8%
+109.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | -12.3% | -16.1% | +3.8% | -8.0% |
| 30D | -29.6% | -10.4% | -19.3% | -27.6% |
| 3M | -28.2% | -2.4% | -25.9% | -28.2% |
| 6M | -23.6% | -4.4% | -19.1% | -23.6% |
| YTD | +14.4% | +64.9% | -50.5% | -4.4% |
| 1Y | +15.4% | +66.0% | -50.6% | -4.1% |
| 3Y | +184.3% | +57.7% | +126.7% | +132.9% |
| All | +252.2% | +142.8% | +109.4% | +145.9% |
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