+16.9%
KMB vs CVE
+159.5%
-142.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.0% | +2.5% | -5.5% | -3.1% |
| 30D | -5.5% | +16.7% | -22.2% | -5.7% |
| 3M | +14.0% | +9.3% | +4.7% | +13.8% |
| 6M | +4.1% | +43.6% | -39.5% | +3.3% |
| YTD | +8.0% | +93.6% | -85.5% | +6.5% |
| 1Y | -13.7% | +98.8% | -112.5% | -15.1% |
| 3Y | -5.9% | +73.6% | -79.5% | -7.4% |
| 5Y | -8.6% | +312.5% | -321.1% | -13.1% |
| All | +16.9% | +159.5% | -142.6% | +8.6% |
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 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