+38.5%
KMB vs CVE
+137.5%
-99.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +1.6% |
| 7D | +0.4% | -14.1% | +14.5% | +0.5% |
| 30D | +14.1% | -11.6% | +25.8% | +14.2% |
| 3M | -0.5% | 0.0% | -0.6% | -0.6% |
| 6M | +16.6% | -8.4% | +25.0% | +16.6% |
| YTD | +13.7% | +65.9% | -52.2% | +12.3% |
| 1Y | +16.1% | +69.4% | -53.4% | +14.5% |
| 3Y | +4.7% | +55.9% | -51.2% | +3.1% |
| 5Y | +1.5% | +146.2% | -144.6% | -1.9% |
| All | +38.5% | +137.5% | -99.0% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling