+36.0%
KMB vs CVE
+136.1%
-100.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | +0.5% | -16.1% | +16.6% | +0.6% |
| 30D | +12.4% | -10.4% | +22.8% | +12.5% |
| 3M | +1.0% | -2.4% | +3.4% | +0.9% |
| 6M | +12.1% | -4.4% | +16.6% | +12.1% |
| YTD | +11.6% | +64.9% | -53.3% | +10.2% |
| 1Y | +13.1% | +66.0% | -52.9% | +11.7% |
| 3Y | +1.6% | +57.7% | -56.1% | 0.0% |
| 5Y | -0.3% | +144.7% | -145.1% | -3.7% |
| All | +36.0% | +136.1% | -100.2% | +26.2% |
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