+7,171.2%
KLAC vs CVE
+61.8%
+7,109.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | -12.3% | -16.1% | +3.8% | -8.6% |
| 30D | -29.6% | -10.4% | -19.3% | -27.9% |
| 3M | -28.2% | -2.4% | -25.9% | -28.1% |
| 6M | -23.6% | -4.4% | -19.1% | -23.5% |
| YTD | +14.4% | +64.9% | -50.5% | -0.3% |
| 1Y | +15.4% | +66.0% | -50.6% | +0.2% |
| 3Y | +184.3% | +57.7% | +126.7% | +146.2% |
| 5Y | +248.9% | +144.7% | +104.2% | +165.5% |
| 10Y | +2,076.9% | +139.2% | +1,937.7% | +1,300.5% |
| All | +7,171.2% | +61.8% | +7,109.4% | +4,629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling