+9,644.6%
KLAC vs CVE
+89.9%
+9,554.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.6% |
| 7D | +5.7% | +2.5% | +3.2% | +5.1% |
| 30D | -3.6% | +16.7% | -20.4% | -7.2% |
| 3M | -12.8% | +9.3% | -22.1% | -15.0% |
| 6M | +26.1% | +43.6% | -17.5% | +14.2% |
| YTD | +53.3% | +93.6% | -40.3% | +29.0% |
| 1Y | +113.7% | +98.8% | +14.9% | +78.0% |
| 3Y | +274.9% | +73.6% | +201.3% | +217.3% |
| 5Y | +470.1% | +312.5% | +157.7% | +285.6% |
| 10Y | +2,997.0% | +161.0% | +2,836.0% | +1,858.1% |
| All | +9,644.6% | +89.9% | +9,554.7% | +6,019.0% |
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